+107.7%
WFC vs TOST
-46.9%
+154.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.2% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +7.0% | +16.2% | -9.2% | +4.6% |
| 3M | -1.8% | -1.5% | -0.2% | -1.7% |
| 6M | +18.4% | +55.3% | -36.9% | +10.5% |
| YTD | -5.6% | -2.3% | -3.3% | -6.4% |
| 1Y | +3.9% | -5.5% | +9.4% | +3.4% |
| 3Y | +126.3% | +151.1% | -24.8% | +96.0% |
| 5Y | +91.1% | -27.9% | +119.1% | +66.3% |
| All | +107.7% | -46.9% | +154.5% | +80.0% |
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