+575.3%
FAST vs WAT
+227.3%
+348.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +2.1% | -1.1% | +3.2% | +2.4% |
| 30D | +6.9% | +5.0% | +1.9% | +5.1% |
| 3M | +4.8% | +14.5% | -9.6% | 0.0% |
| 6M | +19.8% | +30.9% | -11.1% | +9.0% |
| YTD | +34.9% | +20.5% | +14.4% | +25.0% |
| 1Y | +32.8% | +23.3% | +9.5% | +22.0% |
| 3Y | +93.7% | +81.5% | +12.3% | +46.2% |
| 5Y | +105.3% | +33.4% | +71.9% | +71.6% |
| All | +575.3% | +227.3% | +348.0% | +299.6% |
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