+309.1%
TMUS vs WWD
+476.2%
-167.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.5% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | +3.1% | -6.4% | +9.6% | +4.3% |
| 3M | +2.4% | -5.6% | +8.0% | +2.9% |
| 6M | -17.1% | -9.1% | -8.0% | -16.6% |
| YTD | -9.1% | +12.5% | -21.6% | -12.9% |
| 1Y | -23.6% | +41.3% | -65.0% | -30.8% |
| 3Y | +38.8% | +170.2% | -131.4% | +5.7% |
| 5Y | +43.0% | +192.5% | -149.5% | +4.5% |
| 10Y | +309.1% | +476.9% | -167.8% | +125.6% |
| All | +309.1% | +476.2% | -167.1% | +125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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