+98.1%
FAST vs WAT
+85.3%
+12.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +2.2% |
| 7D | +3.8% | +6.0% | -2.2% | +2.7% |
| 30D | +8.1% | +9.9% | -1.8% | +6.2% |
| 3M | +5.8% | +17.2% | -11.4% | +2.6% |
| 6M | +24.9% | +34.2% | -9.4% | +17.9% |
| YTD | +38.9% | +25.5% | +13.4% | +32.3% |
| 1Y | +36.5% | +28.3% | +8.2% | +29.4% |
| 3Y | +98.1% | +88.4% | +9.8% | +75.1% |
| All | +98.1% | +85.3% | +12.8% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling