+99.8%
FAST vs WAB
+174.5%
-74.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +22.2% |
| YTD | +41.3% | +43.0% | -1.7% | +20.8% |
| 1Y | +37.4% | +47.0% | -9.6% | +16.2% |
| All | +99.8% | +174.5% | -74.7% | +22.7% |
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