+20.1%
WMB vs TOST
-10.6%
+30.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.5% |
| 7D | +8.1% | -4.7% | +12.7% | +7.4% |
| 30D | -6.9% | +8.5% | -15.4% | -5.8% |
| 3M | -5.1% | -1.6% | -3.5% | -4.8% |
| 6M | -5.7% | +44.1% | -49.8% | -2.6% |
| YTD | +18.1% | -5.6% | +23.7% | +21.8% |
| All | +20.1% | -10.6% | +30.7% | +24.9% |
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 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