+548.6%
FAST vs WTW
+215.9%
+332.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | +4.3% | -0.9% | +5.2% | +4.7% |
| 30D | +8.3% | +12.0% | -3.7% | +3.2% |
| 3M | +6.5% | -2.1% | +8.5% | +7.0% |
| 6M | +29.5% | +34.8% | -5.2% | +12.9% |
| YTD | +41.3% | +2.7% | +38.5% | +37.0% |
| 1Y | +37.4% | +5.1% | +32.3% | +31.8% |
| 3Y | +98.5% | +44.4% | +54.1% | +62.0% |
| 5Y | +111.1% | +55.1% | +56.0% | +63.8% |
| 10Y | +548.6% | +216.1% | +332.5% | +264.0% |
| All | +548.6% | +215.9% | +332.7% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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