-44.5%
TOST vs WAB
+252.7%
-297.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.1% |
| 7D | 0.0% | +5.1% | -5.0% | -3.5% |
| 30D | +16.2% | +4.0% | +12.2% | +12.3% |
| 3M | -1.5% | +0.1% | -1.6% | -2.4% |
| 6M | +55.3% | +12.8% | +42.5% | +37.8% |
| YTD | -2.3% | +40.1% | -42.4% | -30.0% |
| 1Y | -5.5% | +46.4% | -51.9% | -34.9% |
| 3Y | +151.1% | +167.4% | -16.2% | -5.0% |
| 5Y | -27.9% | +215.0% | -243.0% | -77.5% |
| All | -44.5% | +252.7% | -297.2% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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