+507.7%
FAST vs WY
+5.5%
+502.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +1.3% | -2.1% | +3.4% | +2.1% |
| 30D | -4.7% | -10.5% | +5.7% | -0.7% |
| 3M | +7.9% | -4.9% | +12.8% | +9.6% |
| 6M | +7.4% | -4.9% | +12.4% | +9.0% |
| YTD | +25.1% | -1.7% | +26.7% | +25.0% |
| 1Y | +4.7% | -9.4% | +14.1% | +7.6% |
| 3Y | +94.7% | -22.3% | +117.0% | +108.4% |
| 5Y | +106.8% | -20.5% | +127.3% | +117.4% |
| 10Y | +507.7% | +4.9% | +502.7% | +427.0% |
| All | +507.7% | +5.5% | +502.2% | +427.0% |
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