-28.6%
WDAY vs TMUS
+40.3%
-68.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.3% |
| 7D | -4.4% | +0.1% | -4.4% | -4.3% |
| 30D | +14.7% | +5.3% | +9.5% | +13.3% |
| 3M | +32.4% | +3.1% | +29.2% | +31.4% |
| 6M | +36.9% | -16.5% | +53.3% | +42.9% |
| YTD | -8.8% | -9.2% | +0.3% | -7.2% |
| 1Y | -15.3% | -26.5% | +11.2% | -8.5% |
| 3Y | -21.2% | +39.0% | -60.2% | -36.5% |
| All | -28.6% | +40.3% | -68.9% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling