-40.6%
TOST vs WAT
+32.4%
-73.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 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