+113.2%
WDC vs TOST
+2.2%
+111.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.5% | -12.3% | -5.7% |
| 7D | -18.3% | +10.7% | -29.1% | -16.6% |
| 30D | -26.7% | +17.7% | -44.4% | -24.4% |
| 3M | -40.9% | +4.6% | -45.6% | -39.9% |
| 6M | -26.8% | +20.3% | -47.0% | -23.3% |
| YTD | +88.2% | -0.4% | +88.6% | +102.4% |
| 1Y | +113.2% | -0.8% | +113.9% | +128.6% |
| All | +113.2% | +2.2% | +111.0% | +128.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling