-30.4%
TOST vs WPM
+218.7%
-249.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.0% |
| 7D | -4.7% | -0.5% | -4.2% | -4.6% |
| 30D | +8.5% | -3.1% | +11.6% | +9.0% |
| 3M | -1.6% | -2.2% | +0.6% | -2.1% |
| 6M | +44.1% | -7.4% | +51.5% | +44.6% |
| YTD | -5.6% | +12.6% | -18.2% | -14.8% |
| 1Y | -12.6% | +22.8% | -35.4% | -24.0% |
| 3Y | +137.6% | +213.6% | -76.1% | +26.5% |
| 5Y | -30.4% | +211.2% | -241.5% | -55.8% |
| All | -30.4% | +218.7% | -249.0% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling