+468.3%
WELL vs FAST
+541.5%
-73.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | +0.1% | +4.3% | -4.2% | -1.2% |
| 30D | +7.8% | +8.3% | -0.5% | +5.2% |
| 3M | +10.2% | +6.5% | +3.8% | +8.1% |
| 6M | +16.4% | +29.5% | -13.1% | +7.5% |
| YTD | +35.2% | +41.3% | -6.1% | +20.9% |
| 1Y | +30.5% | +37.4% | -6.9% | +17.6% |
| 3Y | +206.1% | +98.5% | +107.6% | +140.4% |
| 5Y | +228.3% | +111.1% | +117.2% | +148.8% |
| 10Y | +468.3% | +548.6% | -80.2% | +229.5% |
| All | +468.3% | +541.5% | -73.1% | +229.5% |
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