+531.8%
FAST vs WAT
+228.2%
+303.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +4.8% | +3.4% | +1.4% | +3.7% |
| 30D | +8.6% | +9.6% | -1.0% | +5.3% |
| 3M | +5.7% | +15.5% | -9.8% | +0.6% |
| 6M | +25.5% | +33.9% | -8.4% | +13.5% |
| YTD | +39.6% | +25.2% | +14.4% | +27.8% |
| 1Y | +35.5% | +26.3% | +9.2% | +23.6% |
| 3Y | +96.2% | +85.8% | +10.4% | +47.4% |
| 5Y | +110.2% | +35.3% | +74.9% | +75.5% |
| 10Y | +531.8% | +231.8% | +300.1% | +274.4% |
| All | +531.8% | +228.2% | +303.7% | +274.4% |
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