-43.8%
TOST vs WWD
+173.1%
-216.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +2.3% |
| 7D | +11.6% | -2.6% | +14.2% | +12.7% |
| 30D | +16.2% | -7.7% | +24.0% | +20.2% |
| 3M | +1.0% | -17.7% | +18.8% | +10.1% |
| 6M | +23.2% | -15.9% | +39.1% | +29.9% |
| YTD | -1.0% | +1.8% | -2.8% | -10.8% |
| 1Y | -9.9% | +17.4% | -27.3% | -27.3% |
| 3Y | +101.0% | +137.1% | -36.1% | -10.3% |
| 5Y | -40.4% | +162.4% | -202.8% | -75.7% |
| All | -43.8% | +173.1% | -216.9% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling