-45.7%
TOST vs WEC
+37.2%
-82.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.4% | -0.3% | -3.2% | -3.3% |
| 30D | -2.4% | -1.3% | -1.2% | -2.2% |
| 3M | +34.6% | -3.9% | +38.5% | +35.9% |
| 6M | +15.2% | -8.3% | +23.5% | +17.7% |
| YTD | -4.4% | +3.1% | -7.5% | -6.4% |
| 1Y | -17.4% | +1.9% | -19.4% | -18.9% |
| 3Y | +54.5% | +41.9% | +12.5% | +32.4% |
| All | -45.7% | +37.2% | -82.9% | -52.2% |
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