+547.9%
FAST vs WWD
+494.7%
+53.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.9% | +1.5% |
| 7D | +3.8% | +4.2% | -0.3% | +2.5% |
| 30D | +8.1% | -0.8% | +8.8% | +8.0% |
| 3M | +5.8% | -8.2% | +14.0% | +8.0% |
| 6M | +24.9% | -9.8% | +34.7% | +27.4% |
| YTD | +38.9% | +10.4% | +28.5% | +32.3% |
| 1Y | +36.5% | +25.5% | +11.0% | +24.5% |
| 3Y | +98.1% | +155.8% | -57.7% | +40.8% |
| 5Y | +109.3% | +187.3% | -78.0% | +40.0% |
| 10Y | +547.9% | +462.7% | +85.2% | +237.6% |
| All | +547.9% | +494.7% | +53.2% | +237.6% |
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