+653.4%
WDC vs FAST
+606.6%
+46.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.0% | +6.9% | +8.3% |
| 7D | -14.4% | +3.8% | -18.3% | -16.0% |
| 30D | -27.1% | +8.1% | -35.1% | -30.1% |
| 3M | -33.3% | +5.8% | -39.1% | -35.5% |
| 6M | -39.6% | +24.9% | -64.4% | -47.3% |
| YTD | +68.4% | +38.9% | +29.5% | +37.4% |
| 1Y | +78.2% | +36.5% | +41.7% | +46.9% |
| 3Y | +772.0% | +98.1% | +673.9% | +455.5% |
| 5Y | +584.9% | +109.3% | +475.6% | +314.6% |
| 10Y | +653.4% | +547.9% | +105.5% | +201.7% |
| All | +653.4% | +606.6% | +46.8% | +201.7% |
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