+1,330.5%
WDC vs FAST
+93.0%
+1,237.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.7% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | -10.0% | -0.8% | -9.2% | -10.0% |
| 3M | -18.8% | +5.8% | -24.5% | -20.7% |
| 6M | +79.0% | +8.0% | +71.0% | +73.0% |
| YTD | +171.6% | +25.6% | +145.9% | +148.1% |
| 1Y | +417.4% | +0.8% | +416.6% | +410.2% |
| All | +1,330.5% | +93.0% | +1,237.5% | +1,040.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling