+105.3%
FAST vs WST
-0.1%
+105.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | +2.1% | -3.1% | +5.2% | +2.6% |
| 30D | +6.9% | +9.1% | -2.2% | +5.3% |
| 3M | +4.8% | +14.7% | -9.9% | +2.4% |
| 6M | +19.8% | +28.0% | -8.2% | +14.7% |
| YTD | +34.9% | +45.6% | -10.8% | +25.9% |
| 1Y | +32.8% | +45.7% | -12.9% | +23.8% |
| 3Y | +93.7% | +21.1% | +72.7% | +76.2% |
| All | +105.3% | -0.1% | +105.5% | +95.3% |
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