-44.5%
TOST vs WEC
+53.6%
-98.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +3.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.6% |
| 30D | +16.2% | +11.1% | +5.1% | +12.8% |
| 3M | -1.5% | +8.4% | -10.0% | -3.8% |
| 6M | +55.3% | +7.5% | +47.8% | +51.7% |
| YTD | -2.3% | +15.3% | -17.7% | -7.4% |
| 1Y | -5.5% | +9.7% | -15.3% | -8.8% |
| 3Y | +151.1% | +64.7% | +86.5% | +105.5% |
| 5Y | -27.9% | +57.3% | -85.2% | -39.2% |
| All | -44.5% | +53.6% | -98.1% | -52.7% |
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