-43.8%
TOST vs WCC
+165.7%
-209.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.9% |
| 1Y | -9.9% | +12.4% | -22.3% | -22.8% |
| 3Y | +101.0% | +105.9% | -4.8% | +11.0% |
| 5Y | -40.4% | +116.8% | -157.2% | -73.0% |
| All | -43.8% | +165.7% | -209.5% | -76.5% |
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 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