+575.3%
FAST vs WWD
+461.1%
+114.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.8% |
| 7D | +2.1% | +4.2% | -2.1% | +0.7% |
| 30D | +6.9% | -2.1% | +9.0% | +7.2% |
| 3M | +4.8% | -13.2% | +18.0% | +8.8% |
| 6M | +19.8% | -16.9% | +36.7% | +25.3% |
| YTD | +34.9% | +5.2% | +29.7% | +30.3% |
| 1Y | +32.8% | +20.6% | +12.2% | +22.5% |
| 3Y | +93.7% | +146.3% | -52.6% | +38.8% |
| 5Y | +105.3% | +171.3% | -66.0% | +39.2% |
| All | +575.3% | +461.1% | +114.3% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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