-0.8%
TOST vs WEC
+9.7%
-10.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.1% | +5.8% |
| 7D | +10.7% | +6.9% | +3.9% | +12.2% |
| 30D | +17.7% | +16.6% | +1.1% | +21.9% |
| 3M | +4.6% | +9.1% | -4.4% | +6.1% |
| 6M | +20.3% | +3.2% | +17.1% | +19.8% |
| YTD | -0.4% | +14.9% | -15.3% | +1.9% |
| 1Y | -0.8% | +9.2% | -9.9% | +4.8% |
| All | -0.8% | +9.7% | -10.4% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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