-39.7%
TOST vs WCC
+112.3%
-152.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | +3.2% |
| 7D | +11.6% | -21.9% | +33.5% | +22.1% |
| 30D | +16.2% | -25.4% | +41.6% | +28.9% |
| 3M | +1.0% | -23.1% | +24.1% | +9.8% |
| 6M | +23.2% | -18.1% | +41.2% | +27.2% |
| YTD | -1.0% | +17.7% | -18.7% | -17.0% |
| 1Y | -9.9% | +12.4% | -22.3% | -22.8% |
| 3Y | +101.0% | +105.9% | -4.8% | +10.6% |
| All | -39.7% | +112.3% | -152.1% | -72.5% |
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