+235.7%
WMB vs TOST
-47.1%
+282.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -6.9% | +3.0% | -9.9% | -7.1% |
| 30D | -7.2% | +10.3% | -17.4% | -8.0% |
| 3M | -5.4% | -3.3% | -2.1% | -5.3% |
| 6M | -4.9% | +37.8% | -42.7% | -7.9% |
| YTD | +14.7% | -2.8% | +17.5% | +14.1% |
| 1Y | +14.7% | -9.6% | +24.3% | +14.9% |
| 3Y | +116.4% | +144.6% | -28.3% | +97.1% |
| 5Y | +198.5% | -31.0% | +229.5% | +182.8% |
| All | +235.7% | -47.1% | +282.9% | +220.9% |
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