-0.8%
TOST vs WCC
+24.5%
-25.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -9.9% | +15.4% | +4.9% |
| 7D | +10.7% | -8.8% | +19.5% | +10.2% |
| 30D | +17.7% | -16.0% | +33.8% | +17.1% |
| 3M | +4.6% | -15.2% | +19.8% | +4.1% |
| 6M | +20.3% | -8.4% | +28.6% | +19.3% |
| YTD | -0.4% | +30.1% | -30.5% | -10.6% |
| 1Y | -0.8% | +26.4% | -27.2% | -11.8% |
| All | -0.8% | +24.5% | -25.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling