-43.8%
TOST vs WAB
+229.6%
-273.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +3.3% |
| 7D | +11.6% | -2.5% | +14.1% | +13.4% |
| 30D | +16.2% | -4.4% | +20.6% | +19.3% |
| 3M | +1.0% | -5.9% | +7.0% | +4.8% |
| 6M | +23.2% | +5.9% | +17.2% | +14.2% |
| YTD | -1.0% | +30.9% | -31.9% | -25.5% |
| 1Y | -9.9% | +35.8% | -45.7% | -34.2% |
| 3Y | +101.0% | +154.0% | -53.0% | -21.4% |
| 5Y | -40.4% | +203.9% | -244.3% | -80.8% |
| All | -43.8% | +229.6% | -273.4% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling