-44.4%
TOST vs WU
-47.3%
+2.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +4.0% | +9.1% | -5.0% | +0.2% |
| 30D | +11.1% | +12.1% | -1.0% | +5.8% |
| 3M | +0.8% | +0.3% | +0.5% | +0.5% |
| 6M | +38.8% | -19.1% | +57.9% | +49.6% |
| YTD | -2.1% | -19.2% | +17.1% | +5.0% |
| 1Y | -6.0% | -15.3% | +9.3% | -1.5% |
| 3Y | +149.8% | -21.3% | +171.1% | +160.9% |
| 5Y | -42.8% | -41.7% | -1.1% | -27.6% |
| All | -44.4% | -47.3% | +2.9% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling