+105.3%
FAST vs W
-54.5%
+159.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.3% |
| 7D | +2.1% | -3.6% | +5.7% | +2.3% |
| 30D | +6.9% | +7.0% | -0.1% | +6.1% |
| 3M | +4.8% | +7.4% | -2.5% | +3.8% |
| 6M | +19.8% | +69.3% | -49.5% | +12.7% |
| YTD | +34.9% | +11.3% | +23.6% | +31.1% |
| 1Y | +32.8% | +13.2% | +19.6% | +28.5% |
| 3Y | +93.7% | +142.0% | -48.3% | +64.9% |
| All | +105.3% | -54.5% | +159.8% | +76.8% |
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