+195.2%
WELL vs TOST
+99.4%
+95.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +5.3% | +11.6% | -6.4% | +4.7% |
| 30D | +8.7% | +16.2% | -7.5% | +7.9% |
| 3M | +3.8% | +1.0% | +2.8% | +3.7% |
| 6M | +15.4% | +23.2% | -7.8% | +14.1% |
| YTD | +33.7% | -1.0% | +34.6% | +33.8% |
| 1Y | +33.6% | -9.9% | +43.5% | +34.7% |
| All | +195.2% | +99.4% | +95.8% | +176.3% |
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