+93.4%
FAST vs WST
+16.9%
+76.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.2% |
| 7D | +0.7% | -5.8% | +6.5% | +1.2% |
| 30D | +4.6% | +5.3% | -0.7% | +4.1% |
| 3M | +6.4% | +11.8% | -5.5% | +5.2% |
| 6M | +20.6% | +26.7% | -6.1% | +17.8% |
| YTD | +34.7% | +43.0% | -8.3% | +29.6% |
| 1Y | +29.7% | +38.9% | -9.2% | +25.1% |
| All | +93.4% | +16.9% | +76.5% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling