+105.3%
FAST vs WY
-34.0%
+139.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.4% |
| 7D | +2.1% | +3.1% | -1.0% | +0.7% |
| 30D | +6.9% | +13.0% | -6.1% | +1.5% |
| 3M | +4.8% | -16.8% | +21.6% | +12.5% |
| 6M | +19.8% | -11.2% | +30.9% | +24.7% |
| YTD | +34.9% | -9.1% | +44.0% | +38.4% |
| 1Y | +32.8% | -4.8% | +37.5% | +33.4% |
| 3Y | +93.7% | -25.3% | +119.0% | +110.5% |
| All | +105.3% | -34.0% | +139.3% | +133.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling