+132.1%
WFC vs TMUS
+309.7%
-177.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | +0.8% | +3.1% | -2.3% | -0.3% |
| 3M | +9.3% | +2.4% | +6.9% | +7.4% |
| 6M | +10.6% | -17.1% | +27.7% | +16.8% |
| YTD | -4.1% | -9.1% | +5.0% | -2.6% |
| 1Y | +13.6% | -23.6% | +37.2% | +22.9% |
| 3Y | +130.7% | +38.8% | +91.9% | +91.6% |
| 5Y | +126.7% | +43.0% | +83.8% | +83.0% |
| 10Y | +132.1% | +309.1% | -177.0% | +31.8% |
| All | +132.1% | +309.7% | -177.6% | +31.8% |
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