-45.4%
TOST vs WWD
+201.3%
-246.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.8% |
| 7D | -3.6% | +3.7% | -7.3% | -5.5% |
| 30D | +8.9% | +1.8% | +7.1% | +7.3% |
| 3M | -2.2% | -5.0% | +2.7% | -0.8% |
| 6M | +41.0% | -8.4% | +49.4% | +42.9% |
| YTD | -4.0% | +12.3% | -16.2% | -17.6% |
| 1Y | -9.6% | +26.2% | -35.8% | -29.2% |
| 3Y | +141.7% | +154.6% | -12.9% | +5.3% |
| 5Y | -29.5% | +195.3% | -224.7% | -73.3% |
| All | -45.4% | +201.3% | -246.8% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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