+237.8%
TMUS vs WST
+456.5%
-218.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.8% |
| 7D | +4.9% | +4.2% | +0.7% | +4.2% |
| 30D | +7.7% | +11.2% | -3.5% | +5.8% |
| 3M | -6.8% | +20.4% | -27.2% | -9.7% |
| 6M | -9.7% | +37.9% | -47.6% | -14.8% |
| YTD | -15.0% | +51.8% | -66.7% | -21.4% |
| 1Y | -19.1% | +56.6% | -75.7% | -25.8% |
| 3Y | +21.4% | +24.2% | -2.8% | +9.8% |
| 5Y | +51.2% | +0.7% | +50.5% | +42.6% |
| All | +237.8% | +456.5% | -218.8% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling