+234.7%
TMUS vs WU
-36.4%
+271.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.4% | +4.2% |
| 7D | +5.3% | +9.1% | -3.7% | +3.2% |
| 30D | +13.5% | +12.1% | +1.5% | +10.6% |
| 3M | -4.2% | +0.3% | -4.6% | -4.4% |
| 6M | -11.9% | -19.1% | +7.3% | -8.3% |
| YTD | -15.6% | -19.2% | +3.7% | -12.5% |
| 1Y | -16.8% | -15.3% | -1.5% | -14.9% |
| 3Y | +20.8% | -21.3% | +42.1% | +23.0% |
| 5Y | +48.0% | -41.7% | +89.7% | +61.9% |
| 10Y | +234.7% | -36.0% | +270.7% | +230.6% |
| All | +234.7% | -36.4% | +271.2% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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