+151.1%
TOST vs WING
-23.4%
+174.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.0% |
| 3M | -1.5% | +40.2% | -41.7% | -9.9% |
| 6M | +55.3% | +32.7% | +22.6% | +42.7% |
| YTD | -2.3% | -32.8% | +30.5% | +4.0% |
| 1Y | -5.5% | -31.7% | +26.2% | -0.2% |
| 3Y | +151.1% | -24.7% | +175.8% | +128.3% |
| All | +151.1% | -23.4% | +174.5% | +128.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling