+2,428.0%
WDC vs TMUS
+309.7%
+2,118.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -28.0% | +3.6% | -31.5% | -28.9% |
| 30D | -34.9% | -3.4% | -31.6% | -35.1% |
| 3M | -41.6% | -9.5% | -32.1% | -40.7% |
| 6M | -45.4% | -15.2% | -30.2% | -44.6% |
| YTD | +53.3% | -18.9% | +72.2% | +55.6% |
| 1Y | +61.5% | -17.7% | +79.2% | +62.8% |
| 3Y | +712.3% | +15.6% | +696.7% | +608.0% |
| 5Y | +524.2% | +38.9% | +485.3% | +403.9% |
| 10Y | +616.5% | +245.3% | +371.2% | +328.2% |
| All | +2,428.0% | +309.7% | +2,118.3% | +1,028.4% |
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