+298.2%
WBD vs FAST
+2,031.4%
-1,733.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +8.8% | -0.8% | +9.6% | +9.0% |
| 3M | +4.6% | +5.8% | -1.1% | +1.8% |
| 6M | +1.1% | +8.0% | -6.9% | -3.2% |
| YTD | -2.0% | +25.6% | -27.6% | -12.7% |
| 1Y | +140.0% | +0.8% | +139.2% | +134.4% |
| 3Y | +144.4% | +86.1% | +58.3% | +78.7% |
| 5Y | -0.2% | +100.2% | -100.4% | -30.0% |
| 10Y | +9.1% | +494.2% | -485.1% | -56.2% |
| All | +298.2% | +2,031.4% | -1,733.2% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling