+195.2%
WELL vs FAST
+91.5%
+103.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +5.3% | +0.7% | +4.6% | +5.1% |
| 30D | +8.7% | +4.6% | +4.1% | +7.9% |
| 3M | +3.8% | +6.4% | -2.5% | +2.7% |
| 6M | +15.4% | +20.6% | -5.2% | +11.7% |
| YTD | +33.7% | +34.7% | -1.0% | +26.6% |
| 1Y | +33.6% | +29.7% | +4.0% | +27.4% |
| All | +195.2% | +91.5% | +103.8% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling