+87.7%
WDC vs TOST
-11.6%
+99.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -1.0% |
| 7D | +16.3% | -4.7% | +20.9% | +15.1% |
| 30D | -18.3% | +8.5% | -26.8% | -16.6% |
| 3M | -31.4% | -1.6% | -29.9% | -31.1% |
| 6M | -36.3% | +44.1% | -80.4% | -31.7% |
| YTD | +80.8% | -5.6% | +86.4% | +90.9% |
| 1Y | +87.7% | -12.6% | +100.3% | +105.0% |
| All | +87.7% | -11.6% | +99.4% | +105.0% |
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 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