+5,181.2%
FAST vs WCN
+6,839.3%
-1,658.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.1% |
| 7D | -0.4% | -0.6% | +0.3% | -0.2% |
| 30D | -0.8% | +0.4% | -1.2% | -0.9% |
| 3M | +5.8% | +7.3% | -1.6% | +3.4% |
| 6M | +8.0% | -2.5% | +10.5% | +8.4% |
| YTD | +25.6% | -5.4% | +31.0% | +27.2% |
| 1Y | +0.8% | -8.5% | +9.3% | +3.0% |
| 3Y | +86.1% | +20.8% | +65.3% | +74.3% |
| 5Y | +100.2% | +30.0% | +70.2% | +83.4% |
| 10Y | +494.2% | +238.4% | +255.8% | +322.3% |
| All | +5,181.2% | +6,839.3% | -1,658.1% | +2,213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling