-20.8%
WDAY vs TMUS
+39.0%
-59.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.7% |
| 7D | -4.4% | +0.1% | -4.4% | -4.3% |
| 30D | +14.7% | +5.3% | +9.5% | +13.9% |
| 3M | +32.4% | +3.1% | +29.2% | +32.1% |
| 6M | +36.9% | -16.5% | +53.3% | +38.1% |
| YTD | -8.8% | -9.2% | +0.3% | -8.6% |
| 1Y | -15.3% | -26.5% | +11.2% | -13.4% |
| All | -20.8% | +39.0% | -59.8% | -38.6% |
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