-0.8%
TOST vs WCN
+16.1%
-16.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.3% |
| 7D | +10.7% | +6.7% | +4.0% | +8.0% |
| 30D | +17.7% | +24.3% | -6.6% | +8.0% |
| 3M | +4.6% | +16.1% | -11.5% | -1.7% |
| 6M | +20.3% | +19.9% | +0.3% | +11.4% |
| YTD | -0.4% | +10.1% | -10.5% | -5.7% |
| 1Y | -0.8% | +14.4% | -15.2% | -4.3% |
| All | -0.8% | +16.1% | -16.8% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling