+575.3%
FAST vs WCC
+457.1%
+118.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | +2.1% | -14.7% | +16.8% | +6.1% |
| 30D | +6.9% | -20.1% | +26.9% | +12.8% |
| 3M | +4.8% | -21.2% | +26.0% | +10.7% |
| 6M | +19.8% | -19.2% | +38.9% | +24.4% |
| YTD | +34.9% | +20.2% | +14.7% | +24.4% |
| 1Y | +32.8% | +14.5% | +18.3% | +23.9% |
| 3Y | +93.7% | +115.1% | -21.4% | +42.4% |
| 5Y | +105.3% | +121.5% | -16.2% | +41.8% |
| All | +575.3% | +457.1% | +118.2% | +238.4% |
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