-8.9%
TOST vs WAB
+45.2%
-54.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.9% | +0.4% |
| 7D | +4.0% | +4.0% | +0.1% | +4.2% |
| 30D | +11.1% | +4.5% | +6.6% | +11.2% |
| 3M | +0.8% | +2.3% | -1.5% | +0.9% |
| 6M | +38.8% | +12.5% | +26.3% | +39.7% |
| YTD | -2.1% | +40.2% | -42.3% | -15.9% |
| All | -8.9% | +45.2% | -54.1% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling