+98.7%
FAST vs WAT
+82.3%
+16.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | +6.7% | +5.4% | +1.3% | +5.6% |
| 3M | +8.0% | +11.3% | -3.3% | +5.8% |
| 6M | +27.4% | +37.4% | -10.0% | +19.9% |
| YTD | +40.5% | +21.2% | +19.3% | +34.7% |
| 1Y | +38.4% | +21.3% | +17.0% | +32.5% |
| 3Y | +98.7% | +83.4% | +15.3% | +78.0% |
| All | +98.7% | +82.3% | +16.3% | +78.0% |
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