+151.1%
TOST vs WPM
+214.5%
-63.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.7% | +3.5% |
| 7D | 0.0% | -3.6% | +3.6% | +0.6% |
| 30D | +16.2% | +1.4% | +14.7% | +15.6% |
| 3M | -1.5% | -0.2% | -1.4% | -2.1% |
| 6M | +55.3% | -7.3% | +62.6% | +55.8% |
| YTD | -2.3% | +12.3% | -14.7% | -9.3% |
| 1Y | -5.5% | +24.9% | -30.4% | -15.3% |
| 3Y | +151.1% | +210.4% | -59.2% | +40.0% |
| All | +151.1% | +214.5% | -63.4% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling