-31.0%
TOST vs WAT
+36.4%
-67.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.0% | +3.4% | -0.4% | +1.3% |
| 30D | +10.3% | +9.6% | +0.6% | +5.4% |
| 3M | -3.3% | +15.5% | -18.8% | -10.1% |
| 6M | +37.8% | +33.9% | +3.9% | +18.9% |
| YTD | -2.8% | +25.2% | -28.0% | -14.9% |
| 1Y | -9.6% | +26.3% | -35.9% | -21.3% |
| 3Y | +144.6% | +85.8% | +58.8% | +47.8% |
| 5Y | -31.0% | +35.3% | -66.3% | -42.6% |
| All | -31.0% | +36.4% | -67.4% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling