+85.7%
WFC vs TOST
-38.4%
+124.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.8% |
| 7D | +0.6% | +9.4% | -8.8% | -0.7% |
| 30D | +4.6% | +13.5% | -8.9% | +2.6% |
| 3M | -3.6% | -0.1% | -3.5% | -3.8% |
| 6M | +5.6% | +22.5% | -16.9% | +1.7% |
| YTD | -8.5% | -2.4% | -6.1% | -9.3% |
| 1Y | -0.3% | -4.7% | +4.4% | -0.9% |
| 3Y | +116.4% | +103.2% | +13.2% | +90.6% |
| All | +85.7% | -38.4% | +124.1% | +65.1% |
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