+113.3%
WDAY vs TMUS
+304.7%
-191.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.9% |
| 7D | -7.4% | -5.3% | -2.1% | -5.1% |
| 30D | +1.0% | +0.1% | +0.9% | +1.3% |
| 3M | +32.7% | -0.6% | +33.3% | +33.1% |
| 6M | +25.6% | -17.5% | +43.1% | +35.7% |
| YTD | -13.4% | -11.3% | -2.1% | -9.9% |
| 1Y | -19.4% | -25.4% | +6.0% | -9.6% |
| 3Y | -25.8% | +35.5% | -61.3% | -40.8% |
| 5Y | -31.1% | +41.9% | -73.0% | -47.4% |
| 10Y | +113.3% | +317.8% | -204.5% | +5.1% |
| All | +113.3% | +304.7% | -191.4% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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