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  • WDC vs FAST✓SelectedUSD · FASTWDC vs FAST performance historyLatest closeAs of+5.86%09/04
Stock and ETF performance explorer

WDC vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+17,845.4%
FAST return
+71,032.6%
Excess return
-53,187.2%
Maximum drawdown
-96.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
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