-40.6%
TOST vs WING
+4.1%
-44.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +9.4% | +9.0% | +0.4% | +5.8% |
| 30D | +13.5% | +39.9% | -26.5% | -1.2% |
| 3M | -0.1% | +40.4% | -40.6% | -14.4% |
| 6M | +22.5% | +12.9% | +9.6% | +12.7% |
| YTD | -2.4% | -31.1% | +28.7% | +7.0% |
| 1Y | -4.7% | -32.7% | +28.0% | +4.8% |
| 3Y | +103.2% | -19.8% | +123.0% | +64.4% |
| All | -40.6% | +4.1% | -44.6% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling