+594.7%
WDC vs TOST
-46.9%
+641.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.5% | -8.5% | -5.6% |
| 7D | +12.1% | 0.0% | +12.1% | +12.0% |
| 30D | -18.8% | +16.2% | -35.0% | -21.2% |
| 3M | -39.3% | -1.5% | -37.8% | -39.5% |
| 6M | -40.1% | +55.3% | -95.4% | -45.7% |
| YTD | +71.8% | -2.3% | +74.1% | +68.2% |
| 1Y | +88.5% | -5.5% | +94.0% | +85.8% |
| 3Y | +770.0% | +151.1% | +618.9% | +579.1% |
| 5Y | +549.0% | -27.9% | +577.0% | +449.1% |
| All | +594.7% | -46.9% | +641.6% | +499.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling