+18,665.9%
WELL vs FAST
+71,032.6%
-52,366.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.2% |
| 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% | +16.6% |
| 6M | +15.0% | +8.0% | +7.0% | +12.9% |
| YTD | +28.6% | +25.6% | +3.0% | +22.3% |
| 1Y | +42.9% | +0.8% | +42.1% | +41.8% |
| 3Y | +203.0% | +86.1% | +116.9% | +163.0% |
| 5Y | +206.9% | +100.2% | +106.7% | +161.2% |
| 10Y | +339.5% | +494.2% | -154.7% | +198.7% |
| All | +18,665.9% | +71,032.6% | -52,366.7% | +8,615.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling