+499.9%
FAST vs WAT
+161.1%
+338.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | -0.8% | +2.3% | -3.1% | -1.6% |
| 3M | +5.8% | +8.7% | -3.0% | +2.8% |
| 6M | +8.0% | +28.3% | -20.3% | -1.5% |
| YTD | +25.6% | +7.8% | +17.9% | +21.0% |
| 1Y | +0.8% | +36.6% | -35.8% | -10.9% |
| 3Y | +86.1% | +45.7% | +40.4% | +52.3% |
| 5Y | +100.2% | -3.3% | +103.5% | +89.9% |
| All | +499.9% | +161.1% | +338.8% | +270.4% |
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