-45.7%
TOST vs WPM
+293.5%
-339.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.3% |
| 7D | -3.4% | +1.1% | -4.5% | -3.7% |
| 30D | -2.4% | +26.4% | -28.8% | -8.8% |
| 3M | +34.6% | +20.8% | +13.8% | +26.8% |
| 6M | +15.2% | +1.1% | +14.1% | +13.2% |
| YTD | -4.4% | +32.5% | -36.8% | -16.6% |
| 1Y | -17.4% | +51.5% | -68.9% | -32.6% |
| 3Y | +54.5% | +267.0% | -212.6% | -19.6% |
| All | -45.7% | +293.5% | -339.2% | -73.4% |
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