+134.0%
WFC vs FAST
+606.6%
-472.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.1% | +0.4% |
| 7D | +0.1% | +3.8% | -3.7% | -1.7% |
| 30D | +2.9% | +8.1% | -5.1% | -0.9% |
| 3M | -1.4% | +5.8% | -7.2% | -4.3% |
| 6M | +14.3% | +24.9% | -10.5% | +1.9% |
| YTD | -6.2% | +38.9% | -45.1% | -21.4% |
| 1Y | +1.6% | +36.5% | -34.9% | -14.1% |
| 3Y | +126.9% | +98.1% | +28.8% | +55.4% |
| 5Y | +94.0% | +109.3% | -15.4% | +26.4% |
| 10Y | +134.0% | +547.9% | -413.9% | -17.0% |
| All | +134.0% | +606.6% | -472.6% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling