+123.9%
WDAY vs TMUS
+260.7%
-136.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -3.1% |
| 7D | -4.0% | +5.3% | -9.3% | -6.2% |
| 30D | +1.9% | +13.5% | -11.6% | -3.9% |
| 3M | +5.9% | -4.2% | +10.1% | +6.9% |
| 6M | +48.8% | -11.9% | +60.7% | +55.1% |
| YTD | -11.4% | -15.6% | +4.1% | -7.0% |
| 1Y | -15.5% | -16.8% | +1.2% | -10.8% |
| 3Y | -15.6% | +20.8% | -36.4% | -30.2% |
| 5Y | -35.2% | +48.0% | -83.2% | -52.8% |
| 10Y | +123.9% | +234.7% | -110.9% | +10.1% |
| All | +123.9% | +260.7% | -136.9% | +10.1% |
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