+41.0%
TMUS vs WST
-0.1%
+41.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | +3.6% | -3.1% | +6.7% | +3.8% |
| 30D | -3.4% | +9.1% | -12.5% | -4.0% |
| 3M | -9.5% | +14.7% | -24.2% | -10.5% |
| 6M | -15.2% | +28.0% | -43.2% | -17.0% |
| YTD | -18.9% | +45.6% | -64.6% | -21.7% |
| 1Y | -17.7% | +45.7% | -63.4% | -20.5% |
| 3Y | +15.6% | +21.1% | -5.4% | +9.4% |
| All | +41.0% | -0.1% | +41.1% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling