-44.8%
TOST vs WTW
+54.9%
-99.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.8% |
| 7D | +3.0% | +1.6% | +1.4% | +2.0% |
| 30D | +10.3% | +12.4% | -2.1% | +2.9% |
| 3M | -3.3% | -2.6% | -0.6% | -1.9% |
| 6M | +37.8% | +30.8% | +7.1% | +16.6% |
| YTD | -2.8% | +2.3% | -5.1% | -6.4% |
| 1Y | -9.6% | +4.9% | -14.4% | -14.6% |
| 3Y | +144.6% | +43.9% | +100.8% | +72.1% |
| 5Y | -31.0% | +53.8% | -84.8% | -56.8% |
| All | -44.8% | +54.9% | -99.7% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling