-44.4%
TOST vs WING
+3.1%
-47.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | -3.0% |
| 7D | +4.0% | +8.6% | -4.5% | +0.6% |
| 30D | +11.1% | +44.8% | -33.7% | -4.6% |
| 3M | +0.8% | +51.9% | -51.1% | -16.2% |
| 6M | +38.8% | +37.2% | +1.6% | +18.0% |
| YTD | -2.1% | -25.3% | +23.2% | +3.8% |
| 1Y | -6.0% | -25.1% | +19.1% | -1.3% |
| 3Y | +149.8% | -12.9% | +162.7% | +97.7% |
| 5Y | -42.8% | +12.0% | -54.8% | -65.0% |
| All | -44.4% | +3.1% | -47.5% | -62.1% |
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