-43.8%
TOST vs WING
-3.4%
-40.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +11.6% | +14.0% | -2.4% | +6.1% |
| 30D | +16.2% | +47.7% | -31.5% | -0.8% |
| 3M | +1.0% | +34.2% | -33.2% | -11.8% |
| 6M | +23.2% | +13.6% | +9.6% | +13.3% |
| YTD | -1.0% | -30.0% | +29.1% | +7.8% |
| 1Y | -9.9% | -33.9% | +24.0% | 0.0% |
| 3Y | +101.0% | -18.7% | +119.7% | +63.8% |
| 5Y | -40.4% | +5.5% | -45.9% | -62.6% |
| All | -43.8% | -3.4% | -40.3% | -60.6% |
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 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