-44.4%
TOST vs GWW
+277.4%
-321.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.1% |
| 7D | +4.0% | +5.3% | -1.2% | +0.6% |
| 30D | +11.1% | +12.4% | -1.4% | +2.8% |
| 3M | +0.8% | +13.7% | -12.9% | -7.5% |
| 6M | +38.8% | +18.0% | +20.8% | +22.8% |
| YTD | -2.1% | +44.6% | -46.6% | -26.4% |
| 1Y | -6.0% | +53.1% | -59.1% | -32.4% |
| 3Y | +149.8% | +90.2% | +59.6% | +47.5% |
| 5Y | -42.8% | +215.0% | -257.8% | -78.7% |
| All | -44.4% | +277.4% | -321.8% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling