-17.4%
TOST vs WU
-8.3%
-9.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -2.4% | -1.1% | -1.3% | -2.2% |
| 3M | +34.6% | -3.9% | +38.5% | +33.9% |
| 6M | +15.2% | -20.7% | +35.9% | +18.6% |
| YTD | -4.4% | -18.4% | +14.0% | -2.1% |
| 1Y | -17.4% | -8.1% | -9.4% | -16.9% |
| All | -17.4% | -8.3% | -9.1% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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