-17.4%
TOST vs WST
+37.6%
-55.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -3.4% | +0.7% | -4.2% | -3.5% |
| 30D | -2.4% | -3.1% | +0.7% | -1.9% |
| 3M | +34.6% | +7.2% | +27.4% | +32.5% |
| 6M | +15.2% | +36.8% | -21.6% | +6.1% |
| YTD | -4.4% | +23.8% | -28.2% | -10.0% |
| 1Y | -17.4% | +37.8% | -55.2% | -24.6% |
| All | -17.4% | +37.6% | -55.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling