+212.9%
WELL vs FAST
+100.5%
+112.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.3% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -0.1% | -0.8% | +0.7% | 0.0% |
| 3M | +18.0% | +5.8% | +12.3% | +16.0% |
| 6M | +15.0% | +8.0% | +7.0% | +12.1% |
| YTD | +28.6% | +25.6% | +3.0% | +19.6% |
| 1Y | +42.9% | +0.8% | +42.1% | +41.6% |
| 3Y | +203.0% | +86.1% | +116.9% | +138.3% |
| All | +212.9% | +100.5% | +112.3% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling