-7.6%
TOST vs WETO
-99.9%
+92.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +3.5% |
| 7D | 0.0% | -39.7% | +39.7% | +0.1% |
| 30D | +16.2% | -26.7% | +42.9% | +16.2% |
| 3M | -1.5% | -83.1% | +81.6% | -0.8% |
| 6M | +55.3% | -98.8% | +154.1% | +59.6% |
| YTD | -2.3% | -99.3% | +97.0% | +0.9% |
| 1Y | -5.5% | -99.4% | +93.9% | -2.2% |
| All | -7.6% | -99.9% | +92.3% | -3.8% |
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