-8.5%
TOST vs WAB
+45.8%
-54.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.7% |
| 7D | +3.0% | +4.0% | -1.1% | +3.1% |
| 30D | +10.3% | +6.3% | +3.9% | +10.4% |
| 3M | -3.3% | +3.3% | -6.6% | -3.3% |
| 6M | +37.8% | +14.5% | +23.3% | +38.8% |
| YTD | -2.8% | +42.7% | -45.5% | -16.5% |
| All | -8.5% | +45.8% | -54.2% | -24.0% |
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