-40.6%
TOST vs WWD
+170.1%
-210.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 6M | +22.5% | -16.9% | +39.3% | +30.3% |
| YTD | -2.4% | +5.2% | -7.6% | -13.4% |
| 1Y | -4.7% | +20.6% | -25.3% | -23.8% |
| 3Y | +103.2% | +146.3% | -43.1% | -10.3% |
| All | -40.6% | +170.1% | -210.7% | -76.6% |
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