-5.5%
TOST vs WING
-33.3%
+27.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | +16.2% | +29.5% | -13.3% | +10.0% |
| 3M | -1.5% | +40.2% | -41.7% | -8.7% |
| 6M | +55.3% | +32.7% | +22.6% | +45.0% |
| YTD | -2.3% | -32.8% | +30.5% | +4.1% |
| 1Y | -5.5% | -31.7% | +26.2% | +0.1% |
| All | -5.5% | -33.3% | +27.8% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling