-44.5%
TOST vs WAT
+16.7%
-61.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | +16.2% | +5.4% | +10.8% | +13.2% |
| 3M | -1.5% | +11.3% | -12.8% | -6.7% |
| 6M | +55.3% | +37.4% | +17.9% | +32.8% |
| YTD | -2.3% | +21.2% | -23.5% | -12.9% |
| 1Y | -5.5% | +21.3% | -26.9% | -15.9% |
| 3Y | +151.1% | +83.4% | +67.7% | +55.3% |
| 5Y | -27.9% | +29.0% | -56.9% | -45.2% |
| All | -44.5% | +16.7% | -61.2% | -55.7% |
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