-46.7%
TOST vs WCN
+30.4%
-77.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.2% |
| 7D | -0.9% | -0.4% | -0.4% | -0.6% |
| 30D | -3.5% | -2.1% | -1.3% | -1.9% |
| 3M | +38.1% | +6.4% | +31.8% | +31.2% |
| 6M | +9.9% | -3.7% | +13.6% | +11.8% |
| YTD | -6.3% | -6.4% | +0.1% | -2.5% |
| 1Y | -18.3% | -7.9% | -10.4% | -14.3% |
| 3Y | +59.7% | +20.8% | +38.9% | +25.4% |
| All | -46.7% | +30.4% | -77.1% | -62.5% |
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