+547.9%
FAST vs WCN
+302.6%
+245.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.7% |
| 7D | +3.8% | +1.2% | +2.7% | +3.2% |
| 30D | +8.1% | +24.6% | -16.5% | -5.0% |
| 3M | +5.8% | +14.2% | -8.4% | -2.3% |
| 6M | +24.9% | +25.7% | -0.8% | +8.6% |
| YTD | +38.9% | +9.3% | +29.6% | +30.2% |
| 1Y | +36.5% | +15.3% | +21.2% | +23.7% |
| 3Y | +98.1% | +48.6% | +49.6% | +50.5% |
| 5Y | +109.3% | +46.9% | +62.4% | +57.4% |
| 10Y | +547.9% | +298.1% | +249.8% | +204.2% |
| All | +547.9% | +302.6% | +245.3% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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