+21.7%
WBD vs TOST
-54.0%
+75.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.0% | -23.0% | +59.0% | +41.9% |
| 7D | +36.0% | -23.0% | +59.0% | +41.9% |
| 30D | +36.0% | -23.0% | +59.0% | +41.9% |
| 3M | +36.0% | -23.0% | +59.0% | +41.9% |
| 6M | +36.0% | -23.0% | +59.0% | +41.9% |
| YTD | +36.0% | -23.0% | +59.0% | +41.9% |
| 1Y | +63.0% | -18.0% | +81.0% | +66.2% |
| 3Y | +206.7% | +73.3% | +133.4% | +144.0% |
| 5Y | +18.4% | -42.3% | +60.7% | -7.1% |
| All | +21.7% | -54.0% | +75.6% | -1.1% |
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