+237.8%
TMUS vs WWD
+439.4%
-201.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +4.9% | +4.0% | +0.9% | +4.2% |
| 30D | +7.7% | +0.4% | +7.3% | +7.4% |
| 3M | -6.8% | -7.9% | +1.1% | -5.9% |
| 6M | -9.7% | -10.6% | +1.0% | -8.8% |
| YTD | -15.0% | +9.4% | -24.3% | -18.4% |
| 1Y | -19.1% | +25.7% | -44.9% | -24.9% |
| 3Y | +21.4% | +148.5% | -127.1% | -5.6% |
| 5Y | +51.2% | +189.5% | -138.3% | +11.1% |
| All | +237.8% | +439.4% | -201.6% | +102.1% |
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