+90.7%
WFC vs TMUS
+51.5%
+39.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | +2.5% | +4.9% | -2.4% | +1.6% |
| 30D | +7.0% | +7.7% | -0.7% | +5.4% |
| 3M | -1.8% | -6.8% | +5.0% | -0.7% |
| 6M | +18.4% | -9.7% | +28.1% | +19.8% |
| YTD | -5.6% | -15.0% | +9.4% | -3.7% |
| 1Y | +3.9% | -19.1% | +23.0% | +7.5% |
| 3Y | +126.3% | +21.4% | +104.9% | +98.1% |
| All | +90.7% | +51.5% | +39.2% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling