-46.4%
TOST vs WCC
+203.5%
-249.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.7% | +14.2% | -18.9% | -9.8% |
| 30D | +8.5% | -9.8% | +18.4% | +11.3% |
| 3M | -1.6% | -10.1% | +8.5% | +0.2% |
| 6M | +44.1% | -9.4% | +53.5% | +43.5% |
| YTD | -5.6% | +34.4% | -40.0% | -25.0% |
| 1Y | -12.6% | +23.3% | -35.9% | -27.6% |
| 3Y | +137.6% | +137.9% | -0.4% | +23.2% |
| 5Y | -30.4% | +144.0% | -174.3% | -69.9% |
| All | -46.4% | +203.5% | -249.9% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling