+223.8%
WELL vs TOST
-46.1%
+269.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +5.3% | +11.6% | -6.4% | +4.4% |
| 30D | +8.7% | +16.2% | -7.5% | +7.5% |
| 3M | +3.8% | +1.0% | +2.8% | +3.6% |
| 6M | +15.4% | +23.2% | -7.8% | +13.1% |
| YTD | +33.7% | -1.0% | +34.6% | +33.0% |
| 1Y | +33.6% | -9.9% | +43.5% | +33.9% |
| 3Y | +194.2% | +101.0% | +93.2% | +169.6% |
| 5Y | +227.0% | -40.4% | +267.4% | +201.1% |
| All | +223.8% | -46.1% | +269.9% | +198.9% |
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