-19.9%
TOST vs WTW
-2.8%
-17.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | -5.9% | -7.8% | +1.9% | -3.5% |
| 30D | -8.4% | -7.9% | -0.5% | -6.1% |
| 3M | +31.4% | +19.9% | +11.5% | +24.5% |
| 6M | +10.5% | +9.8% | +0.7% | +5.6% |
| YTD | -10.1% | -3.3% | -6.7% | -13.2% |
| 1Y | -19.9% | -3.3% | -16.7% | -22.7% |
| All | -19.9% | -2.8% | -17.1% | -22.7% |
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