+548.6%
FAST vs WAB
+282.9%
+265.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +4.3% | +3.1% | +1.2% | +2.9% |
| 30D | +8.3% | +6.4% | +1.9% | +5.5% |
| 3M | +6.5% | +2.2% | +4.3% | +5.3% |
| 6M | +29.5% | +13.7% | +15.8% | +22.3% |
| YTD | +41.3% | +43.0% | -1.7% | +21.7% |
| 1Y | +37.4% | +47.0% | -9.6% | +17.0% |
| 3Y | +98.5% | +174.4% | -75.9% | +30.5% |
| 5Y | +111.1% | +222.2% | -111.1% | +28.9% |
| 10Y | +548.6% | +276.9% | +271.7% | +233.0% |
| All | +548.6% | +282.9% | +265.7% | +233.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling