-44.8%
TOST vs WST
-7.1%
-37.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +3.0% | +1.4% | +1.6% | +2.4% |
| 30D | +10.3% | +12.7% | -2.5% | +5.7% |
| 3M | -3.3% | +17.2% | -20.4% | -8.6% |
| 6M | +37.8% | +26.7% | +11.1% | +26.4% |
| YTD | -2.8% | +50.3% | -53.1% | -17.0% |
| 1Y | -9.6% | +50.2% | -59.8% | -22.8% |
| 3Y | +144.6% | +21.7% | +122.9% | +104.1% |
| 5Y | -31.0% | +2.0% | -33.0% | -30.8% |
| All | -44.8% | -7.1% | -37.7% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling