-39.7%
TOST vs WWD
+161.2%
-200.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +2.2% |
| 7D | +11.6% | -2.6% | +14.2% | +12.7% |
| 30D | +16.2% | -7.7% | +24.0% | +20.1% |
| 3M | +1.0% | -17.7% | +18.8% | +10.0% |
| 6M | +23.2% | -15.9% | +39.1% | +29.8% |
| YTD | -1.0% | +1.8% | -2.8% | -10.7% |
| 1Y | -9.9% | +17.4% | -27.3% | -27.1% |
| 3Y | +101.0% | +137.1% | -36.1% | -9.4% |
| All | -39.7% | +161.2% | -200.9% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling