-44.5%
TOST vs WING
-4.8%
-39.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | -0.1% | +40.4% | -40.6% | -14.3% |
| 6M | +22.5% | +12.9% | +9.6% | +12.8% |
| YTD | -2.4% | -31.1% | +28.7% | +6.9% |
| 1Y | -4.7% | -32.7% | +28.0% | +4.7% |
| 3Y | +103.2% | -19.8% | +123.0% | +66.4% |
| 5Y | -41.2% | +4.0% | -45.2% | -62.9% |
| All | -44.5% | -4.8% | -39.7% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling