+39.1%
TMUS vs WWD
+170.0%
-130.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.5% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | +5.3% | -7.2% | +12.4% | +5.4% |
| 3M | +3.1% | -3.8% | +7.0% | +3.0% |
| 6M | -16.5% | -9.9% | -6.5% | -16.3% |
| YTD | -9.2% | +14.8% | -24.0% | -10.8% |
| 1Y | -26.5% | +42.1% | -68.6% | -29.4% |
| All | +39.1% | +170.0% | -130.9% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling