+151.1%
TOST vs WAT
+82.3%
+68.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +16.2% | +5.4% | +10.8% | +14.4% |
| 3M | -1.5% | +11.3% | -12.8% | -4.6% |
| 6M | +55.3% | +37.4% | +17.9% | +41.8% |
| YTD | -2.3% | +21.2% | -23.5% | -8.3% |
| 1Y | -5.5% | +21.3% | -26.9% | -11.4% |
| 3Y | +151.1% | +83.4% | +67.7% | +110.6% |
| All | +151.1% | +82.3% | +68.8% | +110.6% |
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