+608.2%
WDC vs FAST
+113.6%
+494.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.2% | +7.8% |
| 7D | -3.2% | +4.3% | -7.5% | -4.8% |
| 30D | -19.0% | +8.3% | -27.3% | -21.7% |
| 3M | -28.4% | +6.5% | -34.9% | -30.5% |
| 6M | -39.2% | +29.5% | -68.7% | -46.7% |
| YTD | +82.1% | +41.3% | +40.8% | +51.6% |
| 1Y | +84.7% | +37.4% | +47.3% | +55.9% |
| 3Y | +825.6% | +98.5% | +727.1% | +504.5% |
| 5Y | +608.2% | +111.1% | +497.0% | +323.0% |
| All | +608.2% | +113.6% | +494.6% | +323.0% |
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