-45.7%
TOST vs WING
-36.4%
-9.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -3.4% | -3.9% | +0.4% | -1.9% |
| 30D | -2.4% | -11.6% | +9.1% | +1.6% |
| 3M | +34.6% | -24.2% | +58.8% | +47.2% |
| 6M | +15.2% | -54.1% | +69.3% | +53.3% |
| YTD | -4.4% | -53.9% | +49.5% | +24.2% |
| 1Y | -17.4% | -64.4% | +46.9% | +18.7% |
| 3Y | +54.5% | -30.2% | +84.7% | +26.1% |
| All | -45.7% | -36.4% | -9.3% | -54.6% |
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