+528.7%
WDC vs TOST
-38.4%
+567.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -48.4% |
| 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% | +557.2% |
| All | +528.7% | -38.4% | +567.1% | +434.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling