+5.8%
FAST vs WETO
-98.8%
+104.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.6% | +0.4% |
| 7D | -0.4% | -19.9% | +19.4% | -0.4% |
| 30D | -6.4% | -42.7% | +36.2% | -6.8% |
| 3M | +7.1% | -97.7% | +104.8% | +5.2% |
| 6M | +7.0% | -94.4% | +101.4% | +3.9% |
| YTD | +24.1% | -97.0% | +121.1% | +23.7% |
| All | +5.8% | -98.8% | +104.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling