+106.3%
WFC vs TOST
-46.7%
+153.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.8% |
| 7D | +0.1% | +4.0% | -3.9% | -0.5% |
| 30D | +2.9% | +11.1% | -8.1% | +1.3% |
| 3M | -1.4% | +0.8% | -2.3% | -1.8% |
| 6M | +14.3% | +38.8% | -24.5% | +8.4% |
| YTD | -6.2% | -2.1% | -4.1% | -7.1% |
| 1Y | +1.6% | -6.0% | +7.6% | +1.2% |
| 3Y | +126.9% | +149.8% | -22.9% | +96.6% |
| 5Y | +94.0% | -42.8% | +136.7% | +67.8% |
| All | +106.3% | -46.7% | +153.0% | +78.8% |
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 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