-44.4%
TOST vs WCC
+193.5%
-237.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.1% | -7.8% | -2.9% |
| 7D | +4.0% | -5.7% | +9.7% | +5.4% |
| 30D | +11.1% | -13.5% | +24.5% | +15.8% |
| 3M | +0.8% | -12.9% | +13.7% | +4.0% |
| 6M | +38.8% | -10.7% | +49.5% | +38.8% |
| YTD | -2.1% | +30.0% | -32.1% | -21.2% |
| 1Y | -6.0% | +24.7% | -30.7% | -22.9% |
| 3Y | +149.8% | +136.6% | +13.2% | +29.0% |
| 5Y | -42.8% | +143.9% | -186.7% | -75.3% |
| All | -44.4% | +193.5% | -237.9% | -77.7% |
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