+224.3%
WELL vs TOST
-48.6%
+272.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.9% |
| 7D | +0.1% | -4.7% | +4.8% | +0.5% |
| 30D | +6.8% | +8.5% | -1.7% | +6.1% |
| 3M | +6.7% | -1.6% | +8.3% | +6.8% |
| 6M | +13.8% | +44.1% | -30.3% | +10.4% |
| YTD | +33.8% | -5.6% | +39.4% | +33.7% |
| 1Y | +29.6% | -12.6% | +42.2% | +30.2% |
| 3Y | +203.1% | +137.6% | +65.5% | +173.9% |
| 5Y | +223.8% | -30.4% | +254.2% | +198.9% |
| All | +224.3% | -48.6% | +272.9% | +200.4% |
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