+225.8%
WELL vs TOST
-38.4%
+264.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +4.4% | +9.4% | -5.0% | +3.7% |
| 30D | +10.8% | +13.5% | -2.7% | +9.7% |
| 3M | +4.2% | -0.1% | +4.4% | +4.1% |
| 6M | +14.0% | +22.5% | -8.5% | +11.8% |
| YTD | +33.4% | -2.4% | +35.8% | +32.9% |
| 1Y | +32.4% | -4.7% | +37.1% | +32.1% |
| 3Y | +194.7% | +103.2% | +91.5% | +169.4% |
| All | +225.8% | -38.4% | +264.3% | +204.8% |
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