+533.3%
FAST vs WCC
+431.3%
+102.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.2% |
| 7D | +4.2% | +9.9% | -5.8% | +1.5% |
| 30D | +6.7% | -8.4% | +15.1% | +8.5% |
| 3M | +8.0% | -10.3% | +18.4% | +10.1% |
| 6M | +27.4% | -10.5% | +37.9% | +28.7% |
| YTD | +40.5% | +32.2% | +8.3% | +26.3% |
| 1Y | +38.4% | +25.5% | +12.8% | +26.0% |
| 3Y | +98.7% | +134.7% | -36.0% | +43.0% |
| 5Y | +106.7% | +139.9% | -33.2% | +40.2% |
| All | +533.3% | +431.3% | +102.0% | +249.1% |
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