-13.2%
WDAY vs TMUS
+21.2%
-34.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.7% | +3.1% |
| 7D | +1.8% | +4.9% | -3.1% | +1.1% |
| 30D | +4.1% | +7.7% | -3.6% | +2.7% |
| 3M | -4.8% | -6.8% | +1.9% | -4.0% |
| 6M | +68.6% | -9.7% | +78.3% | +69.8% |
| YTD | -8.5% | -15.0% | +6.4% | -7.8% |
| 1Y | -12.1% | -19.1% | +7.0% | -11.2% |
| 3Y | -13.2% | +21.4% | -34.6% | -24.3% |
| All | -13.2% | +21.2% | -34.4% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling