+142.3%
WMB vs TOST
+55.9%
+86.4%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +0.6% | -3.4% | +4.0% | +0.9% |
| 30D | +3.3% | -2.4% | +5.7% | +3.4% |
| 3M | +3.1% | +34.6% | -31.5% | 0.0% |
| 6M | -0.7% | +15.2% | -15.9% | -2.4% |
| YTD | +25.2% | -4.4% | +29.6% | +25.6% |
| 1Y | +32.9% | -17.4% | +50.3% | +35.8% |
| All | +142.3% | +55.9% | +86.4% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling