+146.9%
TOST vs WAB
+174.5%
-27.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | -3.6% | +3.1% | -6.7% | -5.1% |
| 30D | +8.9% | +6.4% | +2.4% | +5.3% |
| 3M | -2.2% | +2.2% | -4.4% | -3.6% |
| 6M | +41.0% | +13.7% | +27.3% | +29.8% |
| YTD | -4.0% | +43.0% | -47.0% | -26.9% |
| 1Y | -9.6% | +47.0% | -56.6% | -32.6% |
| All | +146.9% | +174.5% | -27.5% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling