-44.4%
TOST vs W
-58.2%
+13.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | -1.3% |
| 7D | +4.0% | +3.3% | +0.7% | +2.6% |
| 30D | +11.1% | +10.5% | +0.5% | +6.8% |
| 3M | +0.8% | +9.6% | -8.8% | -3.4% |
| 6M | +38.8% | +76.4% | -37.6% | +8.6% |
| YTD | -2.1% | +16.4% | -18.5% | -13.3% |
| 1Y | -6.0% | +9.3% | -15.4% | -15.4% |
| 3Y | +149.8% | +172.8% | -23.0% | +33.1% |
| 5Y | -42.8% | -53.4% | +10.6% | -35.7% |
| All | -44.4% | -58.2% | +13.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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