+31.6%
FAST vs WST
+47.3%
-15.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.2% | +1.6% |
| 7D | +3.4% | +1.3% | +2.1% | +3.2% |
| 30D | +5.5% | +8.5% | -3.0% | +3.9% |
| 3M | +7.6% | +17.2% | -9.6% | +4.4% |
| 6M | +19.8% | +36.3% | -16.5% | +12.6% |
| YTD | +35.5% | +48.9% | -13.5% | +23.8% |
| 1Y | +31.6% | +42.9% | -11.3% | +21.8% |
| All | +31.6% | +47.3% | -15.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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