-17.4%
TOST vs WM
-0.9%
-16.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -2.4% | -2.4% | -0.1% | -1.9% |
| 3M | +34.6% | +0.4% | +34.2% | +33.6% |
| 6M | +15.2% | -9.5% | +24.7% | +18.1% |
| YTD | -4.4% | +0.5% | -4.9% | -4.6% |
| 1Y | -17.4% | -1.1% | -16.3% | -17.0% |
| All | -17.4% | -0.9% | -16.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 1y: compounded portfolio wealth divided by compounded WM 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…
1y analysis · Full analysis span regression · 6 months rolling