-29.5%
TOST vs WCC
+153.2%
-182.7%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -2.5% |
| 7D | -3.6% | +3.3% | -6.9% | -5.3% |
| 30D | +8.9% | -9.4% | +18.3% | +11.5% |
| 3M | -2.2% | -10.5% | +8.3% | -0.3% |
| 6M | +41.0% | -10.4% | +51.4% | +41.2% |
| YTD | -4.0% | +34.4% | -38.4% | -23.8% |
| 1Y | -9.6% | +27.7% | -37.3% | -26.5% |
| 3Y | +141.7% | +137.9% | +3.7% | +24.5% |
| 5Y | -29.5% | +147.0% | -176.5% | -68.8% |
| All | -29.5% | +153.2% | -182.7% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling