+653.4%
WDC vs TMUS
+260.7%
+392.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.1% | +5.7% | +8.7% |
| 7D | -14.4% | +5.3% | -19.8% | -15.7% |
| 30D | -27.1% | +13.5% | -40.6% | -30.0% |
| 3M | -33.3% | -4.2% | -29.0% | -33.3% |
| 6M | -39.6% | -11.9% | -27.7% | -39.2% |
| YTD | +68.4% | -15.6% | +84.0% | +69.5% |
| 1Y | +78.2% | -16.8% | +94.9% | +80.0% |
| 3Y | +772.0% | +20.8% | +751.2% | +580.4% |
| 5Y | +584.9% | +48.0% | +536.9% | +362.7% |
| 10Y | +653.4% | +234.7% | +418.7% | +201.7% |
| All | +653.4% | +260.7% | +392.7% | +201.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling