-28.6%
TOST vs WING
+5.0%
-33.6%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.9% |
| 7D | +3.0% | +5.0% | -2.0% | +0.8% |
| 30D | +10.3% | +38.7% | -28.5% | -4.0% |
| 3M | -3.3% | +44.7% | -48.0% | -18.4% |
| 6M | +37.8% | +31.5% | +6.3% | +18.8% |
| YTD | -2.8% | -28.4% | +25.6% | +4.8% |
| 1Y | -9.6% | -28.2% | +18.6% | -3.4% |
| 3Y | +144.6% | -18.4% | +163.1% | +96.4% |
| All | -28.6% | +5.0% | -33.6% | -48.9% |
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