-44.5%
TOST vs GWW
+275.0%
-319.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +9.4% | +6.0% | +3.4% | +5.3% |
| 30D | +13.5% | +14.0% | -0.5% | +4.1% |
| 3M | -0.1% | +12.5% | -12.7% | -7.8% |
| 6M | +22.5% | +23.6% | -1.2% | +4.8% |
| YTD | -2.4% | +43.6% | -46.0% | -26.3% |
| 1Y | -4.7% | +52.5% | -57.2% | -31.3% |
| 3Y | +103.2% | +92.6% | +10.7% | +18.5% |
| 5Y | -41.2% | +219.0% | -260.3% | -78.2% |
| All | -44.5% | +275.0% | -319.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling