+296.2%
WDAY vs TMUS
+774.4%
-478.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.0% |
| 7D | -2.5% | +3.6% | -6.0% | -3.9% |
| 30D | +4.7% | -3.4% | +8.1% | +5.2% |
| 3M | +13.3% | -9.5% | +22.8% | +16.9% |
| 6M | +57.3% | -15.2% | +72.5% | +65.9% |
| YTD | -10.2% | -18.9% | +8.7% | -4.5% |
| 1Y | -14.1% | -17.7% | +3.6% | -9.3% |
| 3Y | -11.7% | +15.6% | -27.3% | -22.5% |
| 5Y | -33.5% | +38.9% | -72.4% | -46.8% |
| 10Y | +133.1% | +245.3% | -112.2% | +29.7% |
| All | +296.2% | +774.4% | -478.2% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling