+84.7%
WDC vs TOST
-10.2%
+94.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.6% | +8.1% |
| 7D | -3.2% | -3.6% | +0.3% | -4.0% |
| 30D | -19.0% | +8.9% | -27.9% | -17.3% |
| 3M | -28.4% | -2.2% | -26.2% | -28.1% |
| 6M | -39.2% | +41.0% | -80.2% | -34.8% |
| YTD | +82.1% | -4.0% | +86.0% | +92.2% |
| 1Y | +84.7% | -9.6% | +94.3% | +99.0% |
| All | +84.7% | -10.2% | +94.9% | +99.0% |
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