-44.8%
TOST vs WING
-1.2%
-43.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.9% |
| 7D | +3.0% | +5.0% | -2.0% | +0.9% |
| 30D | +10.3% | +38.7% | -28.5% | -3.7% |
| 3M | -3.3% | +44.7% | -48.0% | -18.2% |
| 6M | +37.8% | +31.5% | +6.3% | +19.1% |
| YTD | -2.8% | -28.4% | +25.6% | +4.7% |
| 1Y | -9.6% | -28.2% | +18.6% | -3.5% |
| 3Y | +144.6% | -18.4% | +163.1% | +99.6% |
| 5Y | -31.0% | +5.2% | -36.2% | -57.0% |
| All | -44.8% | -1.2% | -43.6% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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