-48.9%
TOST vs WTW
+46.3%
-95.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | -5.9% | -7.8% | +1.9% | -1.3% |
| 30D | -8.4% | -7.9% | -0.5% | -4.0% |
| 3M | +31.4% | +19.9% | +11.5% | +17.2% |
| 6M | +10.5% | +9.8% | +0.7% | +3.2% |
| YTD | -10.1% | -3.3% | -6.7% | -10.4% |
| 1Y | -19.9% | -3.3% | -16.7% | -20.6% |
| 3Y | +53.3% | +61.5% | -8.3% | -7.1% |
| All | -48.9% | +46.3% | -95.2% | -69.3% |
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