+497.8%
FAST vs W
+176.2%
+321.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.5% |
| 7D | -0.4% | -4.2% | +3.8% | +0.1% |
| 30D | -0.8% | -7.6% | +6.8% | 0.0% |
| 3M | +5.8% | +37.2% | -31.4% | +1.5% |
| 6M | +8.0% | +26.3% | -18.3% | +4.0% |
| YTD | +25.6% | -1.0% | +26.6% | +23.5% |
| 1Y | +0.8% | +20.1% | -19.3% | -3.6% |
| 3Y | +86.1% | +37.8% | +48.3% | +66.7% |
| 5Y | +100.2% | -63.7% | +163.9% | +89.3% |
| 10Y | +494.2% | +156.3% | +337.8% | +325.3% |
| All | +497.8% | +176.2% | +321.6% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling