-9.6%
TOST vs WING
-29.6%
+20.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -3.6% | -0.5% | -3.1% | -3.6% |
| 30D | +8.9% | +32.3% | -23.4% | +2.5% |
| 3M | -2.2% | +50.2% | -52.4% | -10.8% |
| 6M | +41.0% | +31.7% | +9.3% | +31.7% |
| YTD | -4.0% | -29.6% | +25.6% | +1.3% |
| 1Y | -9.6% | -29.7% | +20.1% | -5.4% |
| All | -9.6% | -29.6% | +20.0% | -5.4% |
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