+290.7%
WDAY vs TMUS
+810.5%
-519.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -3.0% |
| 7D | -4.0% | +5.3% | -9.3% | -6.0% |
| 30D | +1.9% | +13.5% | -11.6% | -3.4% |
| 3M | +5.9% | -4.2% | +10.1% | +6.8% |
| 6M | +48.8% | -11.9% | +60.7% | +54.5% |
| YTD | -11.4% | -15.6% | +4.1% | -7.3% |
| 1Y | -15.5% | -16.8% | +1.2% | -11.2% |
| 3Y | -15.6% | +20.8% | -36.4% | -27.3% |
| 5Y | -35.2% | +48.0% | -83.2% | -49.6% |
| 10Y | +123.9% | +234.7% | -110.9% | +25.5% |
| All | +290.7% | +810.5% | -519.9% | +69.6% |
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 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