+105.3%
FAST vs WWD
+187.3%
-81.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +4.2% | +4.0% | +0.2% | +3.0% |
| 30D | +6.7% | +0.4% | +6.3% | +6.3% |
| 3M | +8.0% | -7.9% | +16.0% | +10.1% |
| 6M | +27.4% | -10.6% | +38.1% | +30.1% |
| YTD | +40.5% | +9.4% | +31.1% | +34.1% |
| 1Y | +38.4% | +25.7% | +12.6% | +26.3% |
| 3Y | +98.7% | +148.5% | -49.9% | +40.3% |
| All | +105.3% | +187.3% | -81.9% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling