+129.3%
WFC vs FAST
+100.5%
+28.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +3.8% | -0.4% | +4.1% | +3.9% |
| 30D | +1.5% | -0.8% | +2.3% | +1.6% |
| 3M | +10.9% | +5.8% | +5.1% | +8.0% |
| 6M | +8.4% | +8.0% | +0.4% | +4.3% |
| YTD | -1.9% | +25.6% | -27.5% | -11.8% |
| 1Y | +12.3% | +0.8% | +11.5% | +10.8% |
| 3Y | +132.3% | +86.1% | +46.2% | +73.9% |
| All | +129.3% | +100.5% | +28.8% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling