+642.9%
WDC vs FAST
+541.9%
+101.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.7% |
| 7D | +12.1% | +4.2% | +7.9% | +9.9% |
| 30D | -18.8% | +6.7% | -25.5% | -21.5% |
| 3M | -39.3% | +8.0% | -47.4% | -41.9% |
| 6M | -40.1% | +27.4% | -67.6% | -48.3% |
| YTD | +71.8% | +40.5% | +31.3% | +39.3% |
| 1Y | +88.5% | +38.4% | +50.1% | +54.1% |
| 3Y | +770.0% | +98.7% | +671.3% | +453.0% |
| 5Y | +549.0% | +106.7% | +442.3% | +295.4% |
| All | +642.9% | +541.9% | +101.0% | +173.9% |
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