+548.6%
FAST vs WCC
+453.1%
+95.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.3% |
| 7D | +4.3% | +3.3% | +1.0% | +3.2% |
| 30D | +8.3% | -9.4% | +17.8% | +10.4% |
| 3M | +6.5% | -10.5% | +17.0% | +8.5% |
| 6M | +29.5% | -10.4% | +39.9% | +30.8% |
| YTD | +41.3% | +34.4% | +6.8% | +26.4% |
| 1Y | +37.4% | +27.7% | +9.7% | +24.5% |
| 3Y | +98.5% | +137.9% | -39.4% | +42.3% |
| 5Y | +111.1% | +147.0% | -35.9% | +42.0% |
| 10Y | +548.6% | +442.5% | +106.1% | +253.4% |
| All | +548.6% | +453.1% | +95.4% | +253.4% |
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