-44.4%
TOST vs WEC
+51.8%
-96.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +4.0% | +0.2% | +3.8% | +4.0% |
| 30D | +11.1% | +12.9% | -1.9% | +7.3% |
| 3M | +0.8% | +9.8% | -9.0% | -1.9% |
| 6M | +38.8% | +6.7% | +32.1% | +35.8% |
| YTD | -2.1% | +14.0% | -16.0% | -6.9% |
| 1Y | -6.0% | +7.3% | -13.4% | -8.7% |
| 3Y | +149.8% | +63.8% | +86.0% | +104.5% |
| 5Y | -42.8% | +54.8% | -97.5% | -51.5% |
| All | -44.4% | +51.8% | -96.1% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling