+11.0%
WBD vs TOST
-48.0%
+59.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.8% | -3.4% | +1.6% | -0.8% |
| 30D | +8.8% | -2.4% | +11.2% | +9.4% |
| 3M | +4.6% | +34.6% | -30.0% | -4.7% |
| 6M | +1.1% | +15.2% | -14.1% | -4.8% |
| YTD | -2.0% | -4.4% | +2.4% | -3.2% |
| 1Y | +140.0% | -17.4% | +157.4% | +146.3% |
| 3Y | +144.4% | +54.5% | +89.9% | +100.7% |
| All | +11.0% | -48.0% | +59.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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