+317.8%
TMUS vs WU
-40.9%
+358.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -5.3% | -4.9% | -0.4% | -4.2% |
| 30D | +0.1% | -1.3% | +1.4% | +0.4% |
| 3M | -0.6% | -3.6% | +3.0% | -0.5% |
| 6M | -17.5% | -24.3% | +6.8% | -13.0% |
| YTD | -11.3% | -21.1% | +9.8% | -7.4% |
| 1Y | -25.4% | -10.3% | -15.1% | -25.0% |
| 3Y | +35.5% | -28.4% | +63.9% | +41.2% |
| 5Y | +41.9% | -51.2% | +93.1% | +64.4% |
| 10Y | +317.8% | -39.6% | +357.5% | +328.5% |
| All | +317.8% | -40.9% | +358.7% | +328.5% |
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