+35.5%
FAST vs W
+4.6%
+30.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.8% |
| 7D | +4.8% | +1.1% | +3.7% | +4.6% |
| 30D | +8.6% | +6.4% | +2.2% | +8.0% |
| 3M | +5.7% | +9.0% | -3.3% | +4.8% |
| 6M | +25.5% | +69.8% | -44.3% | +19.2% |
| YTD | +39.6% | +12.1% | +27.5% | +35.7% |
| 1Y | +35.5% | 0.0% | +35.5% | +31.6% |
| All | +35.5% | +4.6% | +30.9% | +31.6% |
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