-43.8%
TOST vs WEC
+53.3%
-97.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +11.6% | +3.2% | +8.4% | +10.7% |
| 30D | +16.2% | +14.7% | +1.6% | +11.8% |
| 3M | +1.0% | +10.2% | -9.2% | -1.8% |
| 6M | +23.2% | +4.5% | +18.7% | +21.4% |
| YTD | -1.0% | +15.1% | -16.1% | -6.1% |
| 1Y | -9.9% | +9.4% | -19.3% | -12.9% |
| 3Y | +101.0% | +56.9% | +44.1% | +67.6% |
| 5Y | -40.4% | +54.4% | -94.8% | -49.2% |
| All | -43.8% | +53.3% | -97.0% | -52.1% |
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