+219.8%
WMB vs TOST
-46.1%
+265.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.3% |
| 7D | -14.2% | +11.6% | -25.8% | -15.0% |
| 30D | -11.2% | +16.2% | -27.5% | -12.4% |
| 3M | -9.9% | +1.0% | -10.9% | -10.1% |
| 6M | -14.4% | +23.2% | -37.5% | -16.3% |
| YTD | +9.2% | -1.0% | +10.2% | +8.6% |
| 1Y | +15.1% | -9.9% | +25.0% | +15.3% |
| 3Y | +99.2% | +101.0% | -1.8% | +84.2% |
| 5Y | +180.2% | -40.4% | +220.7% | +166.5% |
| All | +219.8% | -46.1% | +265.9% | +205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling