+548.6%
FAST vs W
+224.5%
+324.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +4.3% | -7.4% | +11.7% | +5.1% |
| 30D | +8.3% | +7.8% | +0.5% | +7.2% |
| 3M | +6.5% | +10.9% | -4.4% | +4.9% |
| 6M | +29.5% | +86.4% | -56.9% | +19.2% |
| YTD | +41.3% | +14.0% | +27.3% | +36.2% |
| 1Y | +37.4% | +3.5% | +33.9% | +33.6% |
| 3Y | +98.5% | +164.8% | -66.2% | +63.2% |
| 5Y | +111.1% | -53.1% | +164.2% | +94.2% |
| 10Y | +548.6% | +220.4% | +328.1% | +329.2% |
| All | +548.6% | +224.5% | +324.0% | +329.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling