+524.1%
FAST vs WTW
+189.9%
+334.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | +0.3% |
| 7D | +1.8% | -7.1% | +8.9% | +4.9% |
| 30D | -6.4% | -8.5% | +2.1% | -3.1% |
| 3M | +5.3% | +20.6% | -15.2% | -3.3% |
| 6M | +5.4% | +7.2% | -1.8% | +0.9% |
| YTD | +23.6% | -3.9% | +27.4% | +23.5% |
| 1Y | +4.1% | -3.6% | +7.7% | +3.7% |
| 3Y | +92.4% | +60.7% | +31.7% | +48.4% |
| 5Y | +106.1% | +42.2% | +63.9% | +66.3% |
| 10Y | +524.1% | +195.5% | +328.6% | +260.6% |
| All | +524.1% | +189.9% | +334.2% | +260.6% |
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