+421.0%
WELL vs FAST
+586.8%
-165.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +4.4% | +2.1% | +2.4% | +3.8% |
| 30D | +10.8% | +6.9% | +3.9% | +8.7% |
| 3M | +4.2% | +4.8% | -0.6% | +2.7% |
| 6M | +14.0% | +19.8% | -5.8% | +7.9% |
| YTD | +33.4% | +34.9% | -1.5% | +21.3% |
| 1Y | +32.4% | +32.8% | -0.4% | +20.9% |
| 3Y | +194.7% | +93.7% | +101.0% | +134.5% |
| 5Y | +226.5% | +105.3% | +121.2% | +151.5% |
| All | +421.0% | +586.8% | -165.8% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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