+103.2%
TOST vs WAT
+74.7%
+28.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | +9.4% | -1.1% | +10.5% | +9.7% |
| 30D | +13.5% | +5.0% | +8.5% | +11.8% |
| 3M | -0.1% | +14.5% | -14.6% | -4.1% |
| 6M | +22.5% | +30.9% | -8.5% | +12.9% |
| YTD | -2.4% | +20.5% | -22.8% | -8.4% |
| 1Y | -4.7% | +23.3% | -28.0% | -11.4% |
| 3Y | +103.2% | +81.5% | +21.7% | +42.1% |
| All | +103.2% | +74.7% | +28.5% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling