+10,661.9%
FAST vs WAB
+4,027.3%
+6,634.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +1.3% |
| 7D | +0.7% | -2.5% | +3.1% | +1.4% |
| 30D | +4.6% | -4.4% | +9.0% | +6.0% |
| 3M | +6.4% | -5.9% | +12.3% | +8.3% |
| 6M | +20.6% | +5.9% | +14.6% | +17.6% |
| YTD | +34.7% | +30.9% | +3.7% | +22.4% |
| 1Y | +29.7% | +35.8% | -6.1% | +16.4% |
| 3Y | +89.9% | +154.0% | -64.1% | +37.3% |
| 5Y | +105.0% | +203.9% | -98.9% | +38.6% |
| 10Y | +594.2% | +286.7% | +307.4% | +307.4% |
| All | +10,661.9% | +4,027.3% | +6,634.6% | +3,104.3% |
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