+118.2%
WFC vs FAST
+545.6%
-427.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.9% | +4.8% | -3.9% | -1.4% |
| 30D | +3.3% | +8.6% | -5.4% | -0.8% |
| 3M | -1.4% | +5.7% | -7.1% | -4.3% |
| 6M | +14.7% | +25.5% | -10.8% | +2.0% |
| YTD | -5.9% | +39.6% | -45.5% | -21.2% |
| 1Y | +1.8% | +35.5% | -33.6% | -13.5% |
| 3Y | +124.9% | +96.2% | +28.7% | +55.2% |
| 5Y | +92.7% | +110.2% | -17.5% | +25.7% |
| 10Y | +118.2% | +531.8% | -413.6% | -14.4% |
| All | +118.2% | +545.6% | -427.4% | -14.4% |
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