+31.6%
FAST vs W
+21.5%
+10.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.0% | -9.3% | +0.9% |
| 7D | +3.4% | +8.4% | -4.9% | +2.8% |
| 30D | +5.5% | +16.5% | -11.0% | +4.2% |
| 3M | +7.6% | +6.4% | +1.1% | +6.9% |
| 6M | +19.8% | +90.5% | -70.7% | +12.8% |
| YTD | +35.5% | +23.1% | +12.4% | +30.6% |
| 1Y | +31.6% | +24.3% | +7.4% | +26.4% |
| All | +31.6% | +21.5% | +10.1% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling