+928.6%
WDC vs FAST
+100.5%
+828.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.5% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -10.0% | -0.8% | -9.2% | -10.0% |
| 3M | -18.8% | +5.8% | -24.5% | -21.6% |
| 6M | +79.0% | +8.0% | +71.0% | +70.4% |
| YTD | +171.6% | +25.6% | +145.9% | +138.7% |
| 1Y | +417.4% | +0.8% | +416.6% | +405.4% |
| 3Y | +1,251.8% | +86.1% | +1,165.7% | +804.7% |
| All | +928.6% | +100.5% | +828.1% | +548.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling