+18,999.8%
FAST vs WWD
+13,645.4%
+5,354.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +1.3% |
| 7D | +0.7% | -2.6% | +3.2% | +1.3% |
| 30D | +4.6% | -7.7% | +12.4% | +6.9% |
| 3M | +6.4% | -17.7% | +24.1% | +12.4% |
| 6M | +20.6% | -15.9% | +36.5% | +25.8% |
| YTD | +34.7% | +1.8% | +32.9% | +31.5% |
| 1Y | +29.7% | +17.4% | +12.2% | +20.6% |
| 3Y | +89.9% | +137.1% | -47.2% | +38.3% |
| 5Y | +105.0% | +162.4% | -57.4% | +41.9% |
| 10Y | +594.2% | +452.5% | +141.7% | +251.5% |
| All | +18,999.8% | +13,645.4% | +5,354.4% | +4,678.9% |
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