+134.0%
WFC vs TMUS
+260.7%
-126.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +0.5% |
| 7D | +0.1% | +5.3% | -5.2% | -1.6% |
| 30D | +2.9% | +13.5% | -10.6% | -1.5% |
| 3M | -1.4% | -4.2% | +2.8% | -1.0% |
| 6M | +14.3% | -11.9% | +26.2% | +17.3% |
| YTD | -6.2% | -15.6% | +9.4% | -3.2% |
| 1Y | +1.6% | -16.8% | +18.4% | +5.2% |
| 3Y | +126.9% | +20.8% | +106.1% | +96.0% |
| 5Y | +94.0% | +48.0% | +45.9% | +51.1% |
| 10Y | +134.0% | +234.7% | -100.7% | +38.0% |
| All | +134.0% | +260.7% | -126.7% | +38.0% |
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