-35.1%
WDAY vs TOST
-36.3%
+1.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -4.6% | +3.0% | -7.5% | -5.5% |
| 30D | +1.2% | +10.3% | -9.0% | -2.0% |
| 3M | +2.6% | -3.3% | +5.8% | +3.5% |
| 6M | +47.8% | +37.8% | +10.0% | +34.1% |
| YTD | -12.1% | -2.8% | -9.3% | -12.0% |
| 1Y | -17.1% | -9.6% | -7.6% | -15.5% |
| 3Y | -17.9% | +144.6% | -162.5% | -41.0% |
| 5Y | -35.1% | -31.0% | -4.1% | -44.1% |
| All | -35.1% | -36.3% | +1.2% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling