+320.5%
TMUS vs WU
-32.9%
+353.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | +5.3% | -1.1% | +6.4% | +5.6% |
| 3M | +3.1% | -3.9% | +7.0% | +3.3% |
| 6M | -16.5% | -20.7% | +4.2% | -11.0% |
| YTD | -9.2% | -18.4% | +9.2% | -4.5% |
| 1Y | -26.5% | -8.1% | -18.4% | -26.6% |
| 3Y | +39.0% | -24.2% | +63.2% | +44.2% |
| 5Y | +40.4% | -50.4% | +90.8% | +66.7% |
| 10Y | +303.7% | -40.0% | +343.7% | +320.5% |
| All | +320.5% | -32.9% | +353.3% | +265.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling