-0.8%
TOST vs GWW
+55.5%
-56.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.5% | -1.1% | +3.9% |
| 7D | +10.7% | +11.1% | -0.3% | +8.2% |
| 30D | +17.7% | +15.7% | +2.0% | +14.2% |
| 3M | +4.6% | +14.8% | -10.1% | +1.6% |
| 6M | +20.3% | +30.9% | -10.7% | +12.1% |
| YTD | -0.4% | +48.5% | -48.9% | -14.2% |
| 1Y | -0.8% | +57.1% | -57.9% | -20.4% |
| All | -0.8% | +55.5% | -56.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling