+93.7%
FAST vs WAT
+74.7%
+19.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +2.1% | -1.1% | +3.2% | +2.3% |
| 30D | +6.9% | +5.0% | +1.9% | +5.9% |
| 3M | +4.8% | +14.5% | -9.6% | +2.1% |
| 6M | +19.8% | +30.9% | -11.1% | +13.6% |
| YTD | +34.9% | +20.5% | +14.4% | +29.4% |
| 1Y | +32.8% | +23.3% | +9.5% | +26.8% |
| 3Y | +93.7% | +81.5% | +12.3% | +73.4% |
| All | +93.7% | +74.7% | +19.0% | +73.4% |
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 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