+547.9%
FAST vs WCC
+492.1%
+55.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +0.8% |
| 7D | +3.8% | -5.7% | +9.5% | +5.0% |
| 30D | +8.1% | -13.5% | +21.5% | +11.6% |
| 3M | +5.8% | -12.9% | +18.7% | +8.6% |
| 6M | +24.9% | -10.7% | +35.5% | +26.2% |
| YTD | +38.9% | +30.0% | +8.9% | +25.5% |
| 1Y | +36.5% | +24.7% | +11.8% | +24.4% |
| 3Y | +98.1% | +136.6% | -38.4% | +42.1% |
| 5Y | +109.3% | +143.9% | -34.6% | +41.1% |
| 10Y | +547.9% | +465.9% | +82.0% | +243.8% |
| All | +547.9% | +492.1% | +55.9% | +243.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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