+754.4%
WDC vs FAST
+97.8%
+656.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -16.7% | +4.8% | -21.5% | -17.7% |
| 30D | -27.2% | +8.6% | -35.8% | -28.8% |
| 3M | -34.0% | +5.7% | -39.7% | -35.0% |
| 6M | -39.7% | +25.5% | -65.2% | -44.3% |
| YTD | +68.1% | +39.6% | +28.4% | +48.3% |
| 1Y | +66.3% | +35.5% | +30.8% | +48.3% |
| 3Y | +754.4% | +96.2% | +658.2% | +521.4% |
| All | +754.4% | +97.8% | +656.6% | +521.4% |
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 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