-45.7%
TOST vs WWD
+208.2%
-253.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | -3.4% | +1.3% | -4.7% | -4.0% |
| 30D | -2.4% | -7.2% | +4.7% | +0.9% |
| 3M | +34.6% | -3.8% | +38.5% | +34.6% |
| 6M | +15.2% | -9.9% | +25.1% | +17.4% |
| YTD | -4.4% | +14.8% | -19.2% | -18.3% |
| 1Y | -17.4% | +42.1% | -59.5% | -40.1% |
| 3Y | +54.5% | +170.8% | -116.3% | -35.1% |
| All | -45.7% | +208.2% | -253.9% | -79.5% |
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