-30.4%
TOST vs WAB
+216.9%
-247.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.9% |
| 7D | -4.7% | +7.9% | -12.6% | -9.8% |
| 30D | +8.5% | +4.9% | +3.6% | +4.3% |
| 3M | -1.6% | +1.8% | -3.4% | -3.6% |
| 6M | +44.1% | +12.0% | +32.2% | +28.6% |
| YTD | -5.6% | +41.3% | -46.9% | -33.0% |
| 1Y | -12.6% | +43.8% | -56.4% | -38.9% |
| 3Y | +137.6% | +171.1% | -33.5% | -12.8% |
| 5Y | -30.4% | +217.7% | -248.1% | -77.6% |
| All | -30.4% | +216.9% | -247.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling