+9,939.7%
FAST vs WAB
+4,092.2%
+5,847.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.5% |
| 7D | -0.4% | -3.2% | +2.8% | +0.7% |
| 30D | -0.8% | -4.4% | +3.7% | +0.7% |
| 3M | +5.8% | +7.9% | -2.1% | +2.8% |
| 6M | +8.0% | +8.7% | -0.7% | +4.5% |
| YTD | +25.6% | +33.0% | -7.3% | +13.8% |
| 1Y | +0.8% | +46.7% | -45.8% | -11.8% |
| 3Y | +86.1% | +153.0% | -66.9% | +34.7% |
| 5Y | +100.2% | +222.3% | -122.1% | +33.0% |
| 10Y | +494.2% | +291.0% | +203.2% | +247.8% |
| All | +9,939.7% | +4,092.2% | +5,847.4% | +2,878.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling