+117.7%
WFC vs FAST
+91.8%
+25.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.2% | +2.1% | -0.8% | +0.5% |
| 30D | +5.2% | +6.9% | -1.7% | +2.6% |
| 3M | -3.0% | +4.8% | -7.9% | -4.9% |
| 6M | +6.2% | +19.8% | -13.6% | -1.3% |
| YTD | -7.9% | +34.9% | -42.8% | -19.1% |
| 1Y | +0.3% | +32.8% | -32.5% | -11.3% |
| 3Y | +117.7% | +93.7% | +24.0% | +75.6% |
| All | +117.7% | +91.8% | +25.9% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling