-27.7%
TOST vs WU
-43.8%
+16.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +2.9% |
| 7D | 0.0% | -2.0% | +2.1% | +0.9% |
| 30D | +16.2% | +11.4% | +4.8% | +10.7% |
| 3M | -1.5% | -6.8% | +5.3% | +1.3% |
| 6M | +55.3% | -14.6% | +69.9% | +63.6% |
| YTD | -2.3% | -20.6% | +18.3% | +6.0% |
| 1Y | -5.5% | -15.4% | +9.8% | -0.7% |
| 3Y | +151.1% | -23.6% | +174.7% | +166.1% |
| All | -27.7% | -43.8% | +16.1% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling