-17.4%
TOST vs WTW
+3.0%
-20.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | -3.4% | -2.6% | -0.8% | -2.6% |
| 30D | -2.4% | -1.0% | -1.5% | -2.2% |
| 3M | +34.6% | +29.9% | +4.7% | +24.7% |
| 6M | +15.2% | +10.7% | +4.5% | +8.5% |
| YTD | -4.4% | +2.6% | -7.0% | -9.5% |
| 1Y | -17.4% | +2.8% | -20.2% | -21.5% |
| All | -17.4% | +3.0% | -20.4% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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