+17,718.0%
FAST vs WWD
+15,408.5%
+2,309.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | -0.8% | -7.2% | +6.4% | +1.4% |
| 3M | +5.8% | -3.8% | +9.6% | +6.4% |
| 6M | +8.0% | -9.9% | +17.9% | +10.3% |
| YTD | +25.6% | +14.8% | +10.8% | +18.7% |
| 1Y | +0.8% | +42.1% | -41.3% | -11.4% |
| 3Y | +86.1% | +170.8% | -84.7% | +30.5% |
| 5Y | +100.2% | +197.5% | -97.3% | +33.7% |
| 10Y | +494.2% | +477.8% | +16.4% | +198.1% |
| All | +17,718.0% | +15,408.5% | +2,309.5% | +4,212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling