+524.1%
FAST vs WCC
+506.2%
+17.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +1.8% | +6.8% | -5.0% | -0.1% |
| 30D | -6.4% | -3.0% | -3.4% | -5.8% |
| 3M | +5.3% | +0.2% | +5.1% | +4.3% |
| 6M | +5.4% | +33.2% | -27.8% | -4.4% |
| YTD | +23.6% | +45.8% | -22.2% | +9.1% |
| 1Y | +4.1% | +68.4% | -64.3% | -12.5% |
| 3Y | +92.4% | +131.1% | -38.8% | +39.7% |
| 5Y | +106.1% | +225.6% | -119.5% | +27.6% |
| 10Y | +524.1% | +534.2% | -10.1% | +200.8% |
| All | +524.1% | +506.2% | +17.9% | +200.8% |
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