-40.6%
TOST vs WCC
+117.0%
-157.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.3% |
| 7D | +9.4% | -14.7% | +24.1% | +15.6% |
| 30D | +13.5% | -20.1% | +33.5% | +22.3% |
| 3M | -0.1% | -21.2% | +21.0% | +7.4% |
| 6M | +22.5% | -19.2% | +41.6% | +27.6% |
| YTD | -2.4% | +20.2% | -22.6% | -18.8% |
| 1Y | -4.7% | +14.5% | -19.2% | -18.9% |
| 3Y | +103.2% | +115.1% | -11.9% | +9.2% |
| All | -40.6% | +117.0% | -157.5% | -73.1% |
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