+56.7%
TOST vs WAB
+153.4%
-96.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.3% |
| 7D | -3.4% | -3.2% | -0.2% | -1.8% |
| 30D | -2.4% | -4.4% | +2.0% | -0.1% |
| 3M | +34.6% | +7.9% | +26.8% | +27.4% |
| 6M | +15.2% | +8.7% | +6.5% | +7.0% |
| YTD | -4.4% | +33.0% | -37.4% | -24.4% |
| 1Y | -17.4% | +46.7% | -64.1% | -39.5% |
| All | +56.7% | +153.4% | -96.7% | -26.0% |
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 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