+105.0%
FAST vs WST
-7.2%
+112.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.1% |
| 7D | +0.7% | -5.8% | +6.5% | +1.7% |
| 30D | +4.6% | +5.3% | -0.7% | +3.7% |
| 3M | +6.4% | +11.8% | -5.5% | +4.3% |
| 6M | +20.6% | +26.7% | -6.1% | +15.7% |
| YTD | +34.7% | +43.0% | -8.3% | +26.0% |
| 1Y | +29.7% | +38.9% | -9.2% | +21.9% |
| 3Y | +89.9% | +18.2% | +71.8% | +73.6% |
| 5Y | +105.0% | -1.5% | +106.5% | +95.2% |
| All | +105.0% | -7.2% | +112.2% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling