+106.8%
FAST vs WTW
+54.0%
+52.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.5% |
| 7D | +1.3% | -2.7% | +4.0% | +2.2% |
| 30D | -4.7% | -5.6% | +0.9% | -2.9% |
| 3M | +7.9% | +26.5% | -18.6% | -1.4% |
| 6M | +7.4% | +8.1% | -0.7% | +3.6% |
| YTD | +25.1% | -0.3% | +25.4% | +24.3% |
| 1Y | +4.7% | -0.9% | +5.5% | +4.1% |
| 3Y | +94.7% | +66.6% | +28.1% | +48.8% |
| 5Y | +106.8% | +54.0% | +52.8% | +59.7% |
| All | +106.8% | +54.0% | +52.7% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling