+579.5%
WDC vs TOST
-47.1%
+626.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -16.7% | +3.0% | -19.7% | -17.2% |
| 30D | -27.2% | +10.3% | -37.5% | -28.7% |
| 3M | -34.0% | -3.3% | -30.7% | -33.9% |
| 6M | -39.7% | +37.8% | -77.5% | -44.1% |
| YTD | +68.1% | -2.8% | +70.8% | +64.8% |
| 1Y | +66.3% | -9.6% | +75.9% | +65.7% |
| 3Y | +754.4% | +144.6% | +609.8% | +570.8% |
| 5Y | +595.8% | -31.0% | +626.8% | +491.3% |
| All | +579.5% | -47.1% | +626.6% | +487.1% |
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 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