-44.5%
TOST vs WWD
+193.6%
-238.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | 0.0% | +4.0% | -3.9% | -1.9% |
| 30D | +16.2% | +0.4% | +15.8% | +15.2% |
| 3M | -1.5% | -7.9% | +6.4% | +1.5% |
| 6M | +55.3% | -10.6% | +65.9% | +59.3% |
| YTD | -2.3% | +9.4% | -11.7% | -15.2% |
| 1Y | -5.5% | +25.7% | -31.3% | -26.3% |
| 3Y | +151.1% | +148.5% | +2.6% | +10.6% |
| 5Y | -27.9% | +189.5% | -217.5% | -72.6% |
| All | -44.5% | +193.6% | -238.1% | -78.7% |
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