+17,845.4%
WDC vs FAST
+71,032.6%
-53,187.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +5.6% |
| 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% | -21.2% |
| 6M | +79.0% | +8.0% | +71.0% | +72.1% |
| YTD | +171.6% | +25.6% | +145.9% | +145.9% |
| 1Y | +417.4% | +0.8% | +416.6% | +406.7% |
| 3Y | +1,251.8% | +86.1% | +1,165.7% | +933.8% |
| 5Y | +911.7% | +100.2% | +811.5% | +650.3% |
| 10Y | +1,399.6% | +494.2% | +905.5% | +642.0% |
| All | +17,845.4% | +71,032.6% | -53,187.2% | +1,988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling