-45.7%
TOST vs WCN
+31.8%
-77.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.9% |
| 7D | -3.4% | -0.6% | -2.8% | -3.0% |
| 30D | -2.4% | +0.4% | -2.9% | -2.8% |
| 3M | +34.6% | +7.3% | +27.3% | +27.0% |
| 6M | +15.2% | -2.5% | +17.7% | +16.1% |
| YTD | -4.4% | -5.4% | +1.0% | -1.4% |
| 1Y | -17.4% | -8.5% | -9.0% | -12.8% |
| 3Y | +54.5% | +20.8% | +33.7% | +21.7% |
| All | -45.7% | +31.8% | -77.5% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling