+320.5%
TMUS vs WWD
+1,771.6%
-1,451.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.8% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | +5.3% | -7.2% | +12.4% | +7.3% |
| 3M | +3.1% | -3.8% | +7.0% | +3.4% |
| 6M | -16.5% | -9.9% | -6.5% | -15.5% |
| YTD | -9.2% | +14.8% | -24.0% | -15.0% |
| 1Y | -26.5% | +42.1% | -68.6% | -36.0% |
| 3Y | +39.0% | +170.8% | -131.8% | -3.7% |
| 5Y | +40.4% | +197.5% | -157.1% | -8.0% |
| 10Y | +303.7% | +477.8% | -174.1% | +91.6% |
| All | +320.5% | +1,771.6% | -1,451.1% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling