+38.4%
FAST vs WAB
+42.5%
-4.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +4.2% | +5.1% | -0.9% | +2.2% |
| 30D | +6.7% | +4.0% | +2.7% | +4.8% |
| 3M | +8.0% | +0.1% | +7.9% | +7.7% |
| 6M | +27.4% | +12.8% | +14.6% | +20.0% |
| YTD | +40.5% | +40.1% | +0.4% | +13.0% |
| 1Y | +38.4% | +46.4% | -8.0% | +8.1% |
| All | +38.4% | +42.5% | -4.2% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling