+96.2%
FAST vs WCC
+135.5%
-39.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.8% | -9.9% | +14.7% | +6.7% |
| 30D | +8.6% | -13.4% | +22.0% | +11.2% |
| 3M | +5.7% | -13.5% | +19.2% | +8.0% |
| 6M | +25.5% | -10.6% | +36.1% | +26.6% |
| YTD | +39.6% | +30.1% | +9.5% | +28.7% |
| 1Y | +35.5% | +22.3% | +13.2% | +26.4% |
| 3Y | +96.2% | +130.3% | -34.1% | +48.7% |
| All | +96.2% | +135.5% | -39.3% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling