+66.3%
WDC vs FAST
+36.9%
+29.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -16.7% | +4.8% | -21.5% | -17.2% |
| 30D | -27.2% | +8.6% | -35.8% | -27.8% |
| 3M | -34.0% | +5.7% | -39.7% | -34.3% |
| 6M | -39.7% | +25.5% | -65.2% | -43.4% |
| YTD | +68.1% | +39.6% | +28.4% | +40.6% |
| 1Y | +66.3% | +35.5% | +30.8% | +40.4% |
| All | +66.3% | +36.9% | +29.4% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling