+93.4%
FAST vs WAB
+153.1%
-59.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +1.6% |
| 7D | +0.7% | -2.5% | +3.1% | +1.5% |
| 30D | +4.6% | -4.4% | +9.0% | +6.3% |
| 3M | +6.4% | -5.9% | +12.3% | +8.7% |
| 6M | +20.6% | +5.9% | +14.6% | +16.8% |
| YTD | +34.7% | +30.9% | +3.7% | +19.3% |
| 1Y | +29.7% | +35.8% | -6.1% | +13.1% |
| All | +93.4% | +153.1% | -59.7% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling