+1.8%
WFC vs FAST
+37.0%
-35.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.3% |
| 7D | -1.3% | +4.3% | -5.6% | -2.4% |
| 30D | +3.6% | +8.3% | -4.7% | +1.4% |
| 3M | -1.3% | +6.5% | -7.8% | -2.9% |
| 6M | +18.0% | +29.5% | -11.5% | +8.9% |
| YTD | -5.9% | +41.3% | -47.1% | -17.8% |
| 1Y | +1.8% | +37.4% | -35.6% | -10.1% |
| All | +1.8% | +37.0% | -35.2% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling