+39.5%
TMUS vs WST
-15.6%
+55.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.4% |
| 7D | +0.1% | +0.7% | -0.7% | +0.1% |
| 30D | +5.3% | -3.1% | +8.4% | +5.3% |
| 3M | +3.1% | +7.2% | -4.1% | +2.7% |
| 6M | -16.5% | +36.8% | -53.3% | -17.7% |
| YTD | -9.2% | +23.8% | -33.0% | -10.1% |
| 1Y | -26.5% | +37.8% | -64.2% | -27.7% |
| All | +39.5% | -15.6% | +55.1% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling