+583.6%
WDC vs FAST
+586.8%
-3.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -28.0% | +2.1% | -30.0% | -28.8% |
| 30D | -34.9% | +6.9% | -41.8% | -37.3% |
| 3M | -41.6% | +4.8% | -46.4% | -43.3% |
| 6M | -45.4% | +19.8% | -65.1% | -51.3% |
| YTD | +53.3% | +34.9% | +18.4% | +27.1% |
| 1Y | +61.5% | +32.8% | +28.8% | +35.1% |
| 3Y | +712.3% | +93.7% | +618.6% | +424.7% |
| 5Y | +524.2% | +105.3% | +418.9% | +282.7% |
| All | +583.6% | +586.8% | -3.2% | +185.8% |
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