-46.7%
TOST vs WSM
+169.7%
-216.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -0.9% | +2.6% | -3.5% | -2.1% |
| 30D | -3.5% | -9.5% | +6.1% | +1.3% |
| 3M | +38.1% | +12.9% | +25.2% | +29.8% |
| 6M | +9.9% | +23.0% | -13.1% | -1.5% |
| YTD | -6.3% | +28.9% | -35.2% | -18.4% |
| 1Y | -18.3% | +13.7% | -32.0% | -24.5% |
| 3Y | +59.7% | +232.6% | -172.9% | -31.7% |
| All | -46.7% | +169.7% | -216.4% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling