-46.4%
TOST vs WAT
+17.2%
-63.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | -4.7% | +2.0% | -6.7% | -5.6% |
| 30D | +8.5% | +7.7% | +0.8% | +4.7% |
| 3M | -1.6% | +11.1% | -12.7% | -6.7% |
| 6M | +44.1% | +31.2% | +12.9% | +25.9% |
| YTD | -5.6% | +21.7% | -27.3% | -16.0% |
| 1Y | -12.6% | +19.3% | -31.9% | -21.5% |
| 3Y | +137.6% | +80.6% | +57.0% | +48.9% |
| 5Y | -30.4% | +29.5% | -59.9% | -47.1% |
| All | -46.4% | +17.2% | -63.5% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling