-13.5%
TOST vs WETO
-99.4%
+85.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.1% | +2.6% | -2.5% |
| 7D | -4.7% | -38.7% | +34.0% | -4.8% |
| 30D | -9.1% | -51.3% | +42.2% | -8.2% |
| 3M | +29.8% | -97.8% | +127.6% | +35.1% |
| 6M | +10.0% | -94.8% | +104.8% | +12.5% |
| YTD | -8.6% | -97.2% | +88.6% | -5.4% |
| 1Y | -20.7% | -98.9% | +78.2% | -16.0% |
| All | -13.5% | -99.4% | +85.9% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling