+245.6%
WMB vs TOST
-48.6%
+294.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.9% |
| 7D | +8.1% | -4.7% | +12.7% | +8.5% |
| 30D | -6.9% | +8.5% | -15.4% | -7.6% |
| 3M | -5.1% | -1.6% | -3.5% | -5.2% |
| 6M | -5.7% | +44.1% | -49.8% | -9.1% |
| YTD | +18.1% | -5.6% | +23.7% | +17.7% |
| 1Y | +18.4% | -12.6% | +31.0% | +18.9% |
| 3Y | +122.7% | +137.6% | -14.8% | +103.4% |
| 5Y | +202.0% | -30.4% | +232.4% | +186.6% |
| All | +245.6% | -48.6% | +294.2% | +231.0% |
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 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