-44.5%
TOST vs WWD
+182.4%
-227.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.8% | -3.0% |
| 7D | +9.4% | +4.2% | +5.3% | +7.0% |
| 30D | +13.5% | -2.1% | +15.6% | +14.0% |
| 3M | -0.1% | -13.2% | +13.0% | +5.9% |
| 6M | +22.5% | -16.9% | +39.3% | +30.4% |
| YTD | -2.4% | +5.2% | -7.6% | -13.5% |
| 1Y | -4.7% | +20.6% | -25.3% | -24.0% |
| 3Y | +103.2% | +146.3% | -43.1% | -11.2% |
| 5Y | -41.2% | +171.3% | -212.6% | -76.5% |
| All | -44.5% | +182.4% | -227.0% | -78.3% |
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