+20.6%
FAST vs W
+72.4%
-51.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.2% | +7.7% | 0.0% |
| 7D | +0.7% | -5.6% | +6.3% | +1.0% |
| 30D | +4.6% | +7.5% | -2.9% | +4.0% |
| 3M | +6.4% | +5.4% | +1.0% | +5.7% |
| 6M | +20.6% | +79.4% | -58.8% | +13.1% |
| All | +20.6% | +72.4% | -51.8% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling