-27.7%
TOST vs WCN
+48.0%
-75.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.4% |
| 7D | 0.0% | +2.6% | -2.6% | -1.8% |
| 30D | +16.2% | +23.9% | -7.8% | -1.0% |
| 3M | -1.5% | +17.4% | -19.0% | -12.7% |
| 6M | +55.3% | +28.0% | +27.3% | +28.0% |
| YTD | -2.3% | +11.6% | -13.9% | -10.9% |
| 1Y | -5.5% | +16.9% | -22.4% | -17.3% |
| 3Y | +151.1% | +51.6% | +99.5% | +63.5% |
| All | -27.7% | +48.0% | -75.7% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling