+275.3%
TMUS vs WWD
+1,615.3%
-1,340.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | -0.1% |
| 7D | +3.6% | +4.2% | -0.6% | +2.2% |
| 30D | -3.4% | -2.1% | -1.2% | -3.4% |
| 3M | -9.5% | -13.2% | +3.7% | -6.6% |
| 6M | -15.2% | -16.9% | +1.7% | -12.2% |
| YTD | -18.9% | +5.2% | -24.2% | -22.8% |
| 1Y | -17.7% | +20.6% | -38.3% | -25.2% |
| 3Y | +15.6% | +146.3% | -130.7% | -18.2% |
| 5Y | +38.9% | +171.3% | -132.4% | -7.1% |
| 10Y | +245.3% | +471.3% | -226.0% | +62.4% |
| All | +275.3% | +1,615.3% | -1,340.0% | +17.4% |
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