+225.9%
WELL vs TOST
-27.7%
+253.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.5% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +5.7% | +16.2% | -10.5% | +4.4% |
| 3M | +4.6% | -1.5% | +6.2% | +4.6% |
| 6M | +11.9% | +55.3% | -43.5% | +7.8% |
| YTD | +33.6% | -2.3% | +35.9% | +33.1% |
| 1Y | +29.8% | -5.5% | +35.3% | +29.5% |
| 3Y | +202.2% | +151.1% | +51.0% | +170.0% |
| All | +225.9% | -27.7% | +253.7% | +210.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling