+98.1%
FAST vs W
+151.3%
-53.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +2.7% |
| 7D | +3.8% | +3.3% | +0.5% | +3.5% |
| 30D | +8.1% | +10.5% | -2.5% | +7.2% |
| 3M | +5.8% | +9.6% | -3.8% | +4.9% |
| 6M | +24.9% | +76.4% | -51.5% | +18.8% |
| YTD | +38.9% | +16.4% | +22.5% | +35.3% |
| 1Y | +36.5% | +9.3% | +27.1% | +33.3% |
| 3Y | +98.1% | +172.8% | -74.7% | +78.3% |
| All | +98.1% | +151.3% | -53.2% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling