+109.8%
WFC vs TOST
-45.8%
+155.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.4% |
| 7D | +4.5% | +10.7% | -6.2% | +3.0% |
| 30D | +7.4% | +17.7% | -10.4% | +4.8% |
| 3M | -0.5% | +4.6% | -5.1% | -1.4% |
| 6M | +11.7% | +20.3% | -8.6% | +8.0% |
| YTD | -4.6% | -0.4% | -4.3% | -5.8% |
| 1Y | +2.5% | -0.8% | +3.3% | +1.2% |
| 3Y | +123.9% | +102.2% | +21.7% | +98.6% |
| 5Y | +94.3% | -41.3% | +135.6% | +67.8% |
| All | +109.8% | -45.8% | +155.6% | +81.3% |
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 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