+74,290.4%
FAST vs WST
+14,250.0%
+60,040.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.6% |
| 7D | +0.7% | -5.8% | +6.5% | +2.5% |
| 30D | +4.6% | +5.3% | -0.7% | +2.9% |
| 3M | +6.4% | +11.8% | -5.5% | +2.6% |
| 6M | +20.6% | +26.7% | -6.1% | +11.6% |
| YTD | +34.7% | +43.0% | -8.3% | +19.2% |
| 1Y | +29.7% | +38.9% | -9.2% | +15.7% |
| 3Y | +89.9% | +18.2% | +71.8% | +62.7% |
| 5Y | +105.0% | -1.5% | +106.5% | +80.9% |
| 10Y | +594.2% | +439.0% | +155.2% | +222.9% |
| All | +74,290.4% | +14,250.0% | +60,040.4% | +10,714.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling