+519.8%
WDC vs TOST
-46.9%
+566.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -28.0% | +9.4% | -37.4% | -29.2% |
| 30D | -34.9% | +13.5% | -48.4% | -36.6% |
| 3M | -41.6% | -0.1% | -41.4% | -41.8% |
| 6M | -45.4% | +22.5% | -67.8% | -48.3% |
| YTD | +53.3% | -2.4% | +55.6% | +50.2% |
| 1Y | +61.5% | -4.7% | +66.2% | +59.1% |
| 3Y | +712.3% | +103.2% | +609.1% | +560.7% |
| 5Y | +524.2% | -41.2% | +565.5% | +438.4% |
| All | +519.8% | -46.9% | +566.7% | +435.0% |
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