-45.7%
TOST vs WCC
+225.5%
-271.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.6% |
| 7D | -3.4% | +4.5% | -7.9% | -5.3% |
| 30D | -2.4% | -5.8% | +3.4% | -0.4% |
| 3M | +34.6% | -3.7% | +38.3% | +34.4% |
| 6M | +15.2% | +23.1% | -7.9% | -0.3% |
| YTD | -4.4% | +44.2% | -48.5% | -24.6% |
| 1Y | -17.4% | +62.1% | -79.5% | -39.5% |
| 3Y | +54.5% | +121.1% | -66.7% | -13.3% |
| All | -45.7% | +225.5% | -271.2% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling