-44.5%
TOST vs WPM
+246.1%
-290.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.1% |
| 7D | +9.4% | +16.9% | -7.5% | +5.0% |
| 30D | +13.5% | +2.0% | +11.5% | +12.6% |
| 3M | -0.1% | +8.9% | -9.1% | -3.5% |
| 6M | +22.5% | +1.6% | +20.9% | +19.3% |
| YTD | -2.4% | +16.5% | -18.9% | -12.5% |
| 1Y | -4.7% | +42.2% | -46.9% | -21.2% |
| 3Y | +103.2% | +213.3% | -110.1% | +10.5% |
| 5Y | -41.2% | +249.9% | -291.2% | -70.5% |
| All | -44.5% | +246.1% | -290.7% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling