+28.0%
FAST vs WPM
-2.1%
+30.1%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.1% | +5.6% | +0.8% |
| 7D | +4.8% | +16.4% | -11.6% | +4.0% |
| 30D | +8.6% | -1.5% | +10.1% | +8.5% |
| 3M | +5.7% | +2.6% | +3.1% | +5.1% |
| All | +28.0% | -2.1% | +30.1% | +28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling