+298.8%
TMUS vs WWD
+1,730.1%
-1,431.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +8.2% | +3.7% | +4.4% | +7.0% |
| 30D | +13.4% | +1.8% | +11.6% | +12.3% |
| 3M | -3.0% | -5.0% | +1.9% | -2.5% |
| 6M | -8.8% | -8.4% | -0.4% | -8.1% |
| YTD | -13.8% | +12.3% | -26.1% | -19.4% |
| 1Y | -17.1% | +26.2% | -43.3% | -25.5% |
| 3Y | +22.7% | +154.6% | -131.9% | -14.0% |
| 5Y | +52.8% | +195.3% | -142.4% | -0.2% |
| 10Y | +244.6% | +466.3% | -221.7% | +63.3% |
| All | +298.8% | +1,730.1% | -1,431.3% | +22.6% |
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 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