+336.3%
WBD vs FAST
+2,078.2%
-1,742.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +15.4% | -1.2% | +7.3% |
| 7D | +14.2% | +15.4% | -1.2% | +7.3% |
| 30D | +14.2% | +15.4% | -1.2% | +7.3% |
| 3M | +14.2% | +15.4% | -1.2% | +7.3% |
| 6M | +13.3% | +10.7% | +2.6% | +8.0% |
| YTD | +7.4% | +28.4% | -21.0% | -4.7% |
| 1Y | +63.0% | +8.2% | +54.8% | +55.5% |
| 3Y | +206.7% | +98.4% | +108.3% | +119.4% |
| 5Y | +18.4% | +121.2% | -102.8% | -20.1% |
| 10Y | +11.8% | +527.7% | -515.9% | -56.0% |
| All | +336.3% | +2,078.2% | -1,742.0% | -1.2% |
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