+107.0%
WFC vs TOST
-48.6%
+155.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +1.7% | -4.7% | +6.4% | +2.4% |
| 30D | +6.8% | +8.5% | -1.7% | +5.5% |
| 3M | -3.0% | -1.6% | -1.4% | -3.0% |
| 6M | +15.4% | +44.1% | -28.7% | +8.9% |
| YTD | -5.9% | -5.6% | -0.3% | -6.3% |
| 1Y | +1.7% | -12.6% | +14.2% | +2.3% |
| 3Y | +124.9% | +137.6% | -12.7% | +96.2% |
| 5Y | +90.5% | -30.4% | +120.8% | +66.6% |
| All | +107.0% | -48.6% | +155.6% | +80.3% |
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 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