+244.6%
TMUS vs WST
+452.9%
-208.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +8.2% | +1.1% | +7.1% | +8.0% |
| 30D | +13.4% | +12.4% | +1.0% | +11.2% |
| 3M | -3.0% | +17.6% | -20.6% | -5.7% |
| 6M | -8.8% | +28.3% | -37.0% | -12.9% |
| YTD | -13.8% | +50.5% | -64.3% | -20.3% |
| 1Y | -17.1% | +49.4% | -66.5% | -23.3% |
| 3Y | +22.7% | +21.9% | +0.8% | +11.4% |
| 5Y | +52.8% | +0.4% | +52.5% | +44.1% |
| 10Y | +244.6% | +451.5% | -206.9% | +84.8% |
| All | +244.6% | +452.9% | -208.2% | +84.8% |
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