+218.9%
WMB vs TOST
-46.9%
+265.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -13.8% | +9.4% | -23.3% | -14.5% |
| 30D | -10.3% | +13.5% | -23.8% | -11.3% |
| 3M | -10.1% | -0.1% | -9.9% | -10.2% |
| 6M | -11.8% | +22.5% | -34.3% | -13.8% |
| YTD | +8.9% | -2.4% | +11.3% | +8.4% |
| 1Y | +14.0% | -4.7% | +18.7% | +13.6% |
| 3Y | +100.5% | +103.2% | -2.7% | +85.2% |
| 5Y | +179.5% | -41.2% | +220.7% | +166.0% |
| All | +218.9% | -46.9% | +265.8% | +204.7% |
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