+10.8%
WBD vs FAST
+506.4%
-495.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | +5.0% | -4.7% | +9.7% | +6.9% |
| 3M | +6.2% | +7.9% | -1.7% | +2.8% |
| 6M | +0.6% | +7.4% | -6.8% | -2.9% |
| YTD | -2.4% | +25.1% | -27.5% | -11.9% |
| 1Y | +127.7% | +4.7% | +123.0% | +120.1% |
| 3Y | +148.4% | +94.7% | +53.7% | +83.3% |
| 5Y | +4.2% | +106.8% | -102.5% | -25.6% |
| 10Y | +10.8% | +507.7% | -496.9% | -46.4% |
| All | +10.8% | +506.4% | -495.6% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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