-34.1%
WDAY vs TOST
-38.4%
+4.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.2% |
| 7D | -2.5% | +9.4% | -11.9% | -5.3% |
| 30D | +4.7% | +13.5% | -8.8% | +0.5% |
| 3M | +13.3% | -0.1% | +13.5% | +13.2% |
| 6M | +57.3% | +22.5% | +34.8% | +47.5% |
| YTD | -10.2% | -2.4% | -7.8% | -10.2% |
| 1Y | -14.1% | -4.7% | -9.4% | -13.7% |
| 3Y | -11.7% | +103.2% | -114.9% | -32.7% |
| All | -34.1% | -38.4% | +4.3% | -43.7% |
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