+547.9%
FAST vs WAT
+232.2%
+315.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +1.7% |
| 7D | +3.8% | +6.0% | -2.2% | +1.9% |
| 30D | +8.1% | +9.9% | -1.8% | +4.7% |
| 3M | +5.8% | +17.2% | -11.4% | +0.2% |
| 6M | +24.9% | +34.2% | -9.4% | +12.8% |
| YTD | +38.9% | +25.5% | +13.4% | +27.1% |
| 1Y | +36.5% | +28.3% | +8.2% | +23.8% |
| 3Y | +98.1% | +88.4% | +9.8% | +48.0% |
| 5Y | +109.3% | +36.1% | +73.2% | +74.3% |
| 10Y | +547.9% | +234.8% | +313.1% | +282.9% |
| All | +547.9% | +232.2% | +315.7% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling