+547.9%
FAST vs WY
+6.7%
+541.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.7% |
| 7D | +3.8% | -0.8% | +4.6% | +4.0% |
| 30D | +8.1% | +10.6% | -2.6% | +3.7% |
| 3M | +5.8% | -16.6% | +22.4% | +12.8% |
| 6M | +24.9% | -8.6% | +33.4% | +28.1% |
| YTD | +38.9% | -8.4% | +47.3% | +42.0% |
| 1Y | +36.5% | -5.1% | +41.6% | +37.4% |
| 3Y | +98.1% | -21.9% | +120.1% | +111.0% |
| 5Y | +109.3% | -31.3% | +140.6% | +132.2% |
| 10Y | +547.9% | +3.6% | +544.3% | +482.6% |
| All | +547.9% | +6.7% | +541.2% | +482.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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