-44.4%
TOST vs WCN
+52.2%
-96.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | -0.1% |
| 7D | +4.0% | +1.2% | +2.9% | +3.2% |
| 30D | +11.1% | +24.6% | -13.5% | -5.6% |
| 3M | +0.8% | +14.2% | -13.4% | -8.6% |
| 6M | +38.8% | +25.7% | +13.1% | +16.2% |
| YTD | -2.1% | +9.3% | -11.4% | -9.2% |
| 1Y | -6.0% | +15.3% | -21.3% | -16.8% |
| 3Y | +149.8% | +48.6% | +101.2% | +67.0% |
| 5Y | -42.8% | +46.9% | -89.7% | -63.3% |
| All | -44.4% | +52.2% | -96.5% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling