-4.7%
TOST vs WCN
+14.2%
-18.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | +9.4% | +2.9% | +6.5% | +8.2% |
| 30D | +13.5% | +22.1% | -8.6% | +4.3% |
| 3M | -0.1% | +13.2% | -13.3% | -5.6% |
| 6M | +22.5% | +23.7% | -1.2% | +11.7% |
| YTD | -2.4% | +8.7% | -11.1% | -6.3% |
| 1Y | -4.7% | +15.3% | -20.0% | -8.8% |
| All | -4.7% | +14.2% | -18.9% | -8.8% |
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