+1,330.5%
WDC vs TMUS
+41.6%
+1,289.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.5% | +9.3% | +4.5% |
| 7D | +1.7% | +0.1% | +1.7% | +1.8% |
| 30D | -10.0% | +5.3% | -15.2% | -7.9% |
| 3M | -18.8% | +3.1% | -21.9% | -16.5% |
| 6M | +79.0% | -16.5% | +95.5% | +76.7% |
| YTD | +171.6% | -9.2% | +180.7% | +172.3% |
| 1Y | +417.4% | -26.5% | +443.9% | +424.2% |
| All | +1,330.5% | +41.6% | +1,289.0% | +1,198.5% |
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