+99.8%
FAST vs WWD
+154.7%
-54.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.9% |
| 7D | +4.3% | +3.7% | +0.6% | +3.4% |
| 30D | +8.3% | +1.8% | +6.5% | +7.7% |
| 3M | +6.5% | -5.0% | +11.4% | +7.4% |
| 6M | +29.5% | -8.4% | +37.9% | +31.0% |
| YTD | +41.3% | +12.3% | +29.0% | +35.6% |
| 1Y | +37.4% | +26.2% | +11.1% | +28.2% |
| All | +99.8% | +154.7% | -54.9% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling