+2,195.4%
FAST vs WPM
+5,236.6%
-3,041.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | +2.1% | +16.9% | -14.8% | +0.2% |
| 30D | +6.9% | +2.0% | +4.9% | +6.5% |
| 3M | +4.8% | +8.9% | -4.1% | +3.3% |
| 6M | +19.8% | +1.6% | +18.2% | +18.6% |
| YTD | +34.9% | +16.5% | +18.4% | +30.7% |
| 1Y | +32.8% | +42.2% | -9.4% | +25.5% |
| 3Y | +93.7% | +213.3% | -119.6% | +64.2% |
| 5Y | +105.3% | +249.9% | -144.6% | +69.8% |
| 10Y | +595.4% | +549.4% | +46.0% | +410.1% |
| All | +2,195.4% | +5,236.6% | -3,041.1% | +1,066.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling