+7,225.0%
FAST vs WAT
+11,982.1%
-4,757.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | +0.7% | -5.6% | +6.3% | +2.1% |
| 30D | +4.6% | +3.8% | +0.8% | +3.5% |
| 3M | +6.4% | +13.3% | -6.9% | +2.8% |
| 6M | +20.6% | +32.2% | -11.6% | +11.7% |
| YTD | +34.7% | +19.3% | +15.4% | +27.1% |
| 1Y | +29.7% | +21.8% | +7.9% | +21.6% |
| 3Y | +89.9% | +73.9% | +16.0% | +57.7% |
| 5Y | +105.0% | +32.1% | +72.9% | +80.5% |
| 10Y | +594.2% | +228.2% | +366.0% | +378.6% |
| All | +7,225.0% | +11,982.1% | -4,757.1% | +2,300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling