+547.9%
FAST vs WAB
+305.5%
+242.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.2% | +1.0% |
| 7D | +3.8% | +4.0% | -0.1% | +2.2% |
| 30D | +8.1% | +4.5% | +3.6% | +6.0% |
| 3M | +5.8% | +2.3% | +3.5% | +4.6% |
| 6M | +24.9% | +12.5% | +12.4% | +18.4% |
| YTD | +38.9% | +40.2% | -1.3% | +20.6% |
| 1Y | +36.5% | +45.2% | -8.7% | +16.8% |
| 3Y | +98.1% | +171.8% | -73.7% | +30.7% |
| 5Y | +109.3% | +217.6% | -108.3% | +28.5% |
| 10Y | +547.9% | +285.3% | +262.6% | +229.8% |
| All | +547.9% | +305.5% | +242.5% | +229.8% |
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