+109.3%
FAST vs W
-52.3%
+161.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +2.6% |
| 7D | +3.8% | +3.3% | +0.5% | +3.5% |
| 30D | +8.1% | +10.5% | -2.5% | +6.9% |
| 3M | +5.8% | +9.6% | -3.8% | +4.6% |
| 6M | +24.9% | +76.4% | -51.5% | +17.0% |
| YTD | +38.9% | +16.4% | +22.5% | +34.4% |
| 1Y | +36.5% | +9.3% | +27.1% | +32.6% |
| 3Y | +98.1% | +172.8% | -74.7% | +66.7% |
| 5Y | +109.3% | -53.4% | +162.7% | +79.1% |
| All | +109.3% | -52.3% | +161.6% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling