-0.8%
TOST vs WPM
+38.8%
-39.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.0% | -6.5% | +4.9% |
| 7D | +10.7% | +3.9% | +6.8% | +10.3% |
| 30D | +17.7% | -3.5% | +21.2% | +17.5% |
| 3M | +4.6% | +14.1% | -9.5% | +4.1% |
| 6M | +20.3% | +6.2% | +14.0% | +19.0% |
| YTD | -0.4% | +12.4% | -12.8% | -11.4% |
| 1Y | -0.8% | +40.0% | -40.7% | -23.8% |
| All | -0.8% | +38.8% | -39.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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