-9.9%
TOST vs WM
+22.5%
-32.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.0% |
| 7D | +11.6% | +4.5% | +7.1% | +10.0% |
| 30D | +16.2% | +16.1% | +0.2% | +10.7% |
| 3M | +1.0% | +8.0% | -7.0% | -2.1% |
| 6M | +23.2% | +8.4% | +14.8% | +18.9% |
| YTD | -1.0% | +11.2% | -12.2% | -4.3% |
| 1Y | -9.9% | +22.3% | -32.2% | -12.0% |
| All | -9.9% | +22.5% | -32.3% | -12.0% |
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