-44.5%
TOST vs WEC
+50.1%
-94.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | +9.4% | -0.2% | +9.6% | +9.5% |
| 30D | +13.5% | +12.3% | +1.2% | +9.8% |
| 3M | -0.1% | +8.3% | -8.4% | -2.4% |
| 6M | +22.5% | +3.5% | +19.0% | +21.0% |
| YTD | -2.4% | +12.7% | -15.1% | -6.8% |
| 1Y | -4.7% | +8.2% | -12.9% | -7.7% |
| 3Y | +103.2% | +55.9% | +47.4% | +69.6% |
| 5Y | -41.2% | +51.2% | -92.5% | -49.6% |
| All | -44.5% | +50.1% | -94.6% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling