-45.7%
TOST vs WU
-46.8%
+1.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.5% |
| 7D | -3.4% | -0.8% | -2.6% | -3.1% |
| 30D | -2.4% | -1.1% | -1.3% | -2.0% |
| 3M | +34.6% | -3.9% | +38.5% | +34.7% |
| 6M | +15.2% | -20.7% | +35.9% | +25.1% |
| YTD | -4.4% | -18.4% | +14.0% | +2.3% |
| 1Y | -17.4% | -8.1% | -9.4% | -17.4% |
| 3Y | +54.5% | -24.2% | +78.6% | +64.5% |
| All | -45.7% | -46.8% | +1.1% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling