+103.2%
TOST vs WING
-19.7%
+122.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +9.4% | +9.0% | +0.4% | +7.3% |
| 30D | +13.5% | +39.9% | -26.5% | +4.7% |
| 3M | -0.1% | +40.4% | -40.6% | -8.6% |
| 6M | +22.5% | +12.9% | +9.6% | +17.1% |
| YTD | -2.4% | -31.1% | +28.7% | +3.5% |
| 1Y | -4.7% | -32.7% | +28.0% | +1.2% |
| 3Y | +103.2% | -19.8% | +123.0% | +47.8% |
| All | +103.2% | -19.7% | +122.9% | +47.8% |
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