-44.5%
TOST vs WAB
+235.7%
-280.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.7% |
| 7D | +9.4% | +1.4% | +8.0% | +8.2% |
| 30D | +13.5% | +0.4% | +13.1% | +12.6% |
| 3M | -0.1% | -3.8% | +3.7% | +2.0% |
| 6M | +22.5% | +5.1% | +17.4% | +14.5% |
| YTD | -2.4% | +33.3% | -35.7% | -27.5% |
| 1Y | -4.7% | +39.8% | -44.5% | -32.1% |
| 3Y | +103.2% | +161.1% | -57.8% | -22.3% |
| 5Y | -41.2% | +209.5% | -250.7% | -81.3% |
| All | -44.5% | +235.7% | -280.2% | -83.5% |
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