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  • TOST vs WAT✓SelectedUSD · WATTOST vs WAT performance historyLatest closeAs of-1.39%11/06
Stock and ETF performance explorer

TOST vs WAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-40.6%
WAT return
+32.4%
Excess return
-73.0%
Maximum drawdown
-79.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioWATExcessAlpha
1D-1.4%+1.0%-2.4%-1.8%
7D+9.4%-1.1%+10.5%+9.9%
30D+13.5%+5.0%+8.5%+10.7%
3M-0.1%+14.5%-14.6%-6.8%
6M+22.5%+30.9%-8.5%+6.7%
YTD-2.4%+20.5%-22.8%-12.9%
1Y-4.7%+23.3%-28.0%-16.2%
3Y+103.2%+81.5%+21.7%+24.1%
All-40.6%+32.4%-73.0%-50.6%

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