+575.3%
FAST vs WST
+441.1%
+134.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | +2.1% | -3.1% | +5.2% | +2.8% |
| 30D | +6.9% | +9.1% | -2.2% | +4.7% |
| 3M | +4.8% | +14.7% | -9.9% | +1.4% |
| 6M | +19.8% | +28.0% | -8.2% | +12.6% |
| YTD | +34.9% | +45.6% | -10.8% | +22.4% |
| 1Y | +32.8% | +45.7% | -12.9% | +20.3% |
| 3Y | +93.7% | +21.1% | +72.7% | +70.7% |
| 5Y | +105.3% | +0.3% | +105.0% | +87.2% |
| All | +575.3% | +441.1% | +134.2% | +271.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling