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  • FAST vs WY✓SelectedUSD · WYFAST vs WY performance historyLatest closeAs of+0.75%09/04
Stock and ETF performance explorer

FAST vs WY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+69,298.0%
WY return
+688.1%
Excess return
+68,609.9%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioWYExcessAlpha
1D+0.8%+0.8%-0.1%+0.4%
7D-0.4%-1.7%+1.4%+0.3%
30D-0.8%-10.1%+9.3%+3.4%
3M+5.8%-5.1%+10.9%+7.6%
6M+8.0%-4.8%+12.8%+9.5%
YTD+25.6%-0.2%+25.9%+24.8%
1Y+0.8%-6.6%+7.4%+2.4%
3Y+86.1%-22.7%+108.8%+100.0%
5Y+100.2%-22.2%+122.4%+112.2%
10Y+494.2%+7.3%+486.9%+406.8%
All+69,298.0%+688.1%+68,609.9%+25,118.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling