+580.9%
WDC vs TOST
-46.7%
+627.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.8% |
| 7D | -14.4% | +4.0% | -18.5% | -15.1% |
| 30D | -27.1% | +11.1% | -38.1% | -28.6% |
| 3M | -33.3% | +0.8% | -34.1% | -33.7% |
| 6M | -39.6% | +38.8% | -78.4% | -44.0% |
| YTD | +68.4% | -2.1% | +70.5% | +64.9% |
| 1Y | +78.2% | -6.0% | +84.2% | +76.1% |
| 3Y | +772.0% | +149.8% | +622.2% | +581.9% |
| 5Y | +584.9% | -42.8% | +627.7% | +492.4% |
| All | +580.9% | -46.7% | +627.6% | +487.5% |
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