+105.3%
FAST vs WPM
+210.4%
-105.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.6% |
| 7D | +4.2% | -3.6% | +7.7% | +4.5% |
| 30D | +6.7% | +1.4% | +5.2% | +6.4% |
| 3M | +8.0% | -0.2% | +8.2% | +7.6% |
| 6M | +27.4% | -7.3% | +34.7% | +27.6% |
| YTD | +40.5% | +12.3% | +28.2% | +36.8% |
| 1Y | +38.4% | +24.9% | +13.5% | +33.1% |
| 3Y | +98.7% | +210.4% | -111.7% | +64.8% |
| All | +105.3% | +210.4% | -105.0% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 5y: compounded portfolio wealth divided by compounded WPM 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…
5y analysis · Full analysis span regression · 6 months rolling