+90.7%
WFC vs FAST
+106.5%
-15.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.6% |
| 7D | +2.5% | +4.2% | -1.6% | +0.8% |
| 30D | +7.0% | +6.7% | +0.3% | +4.2% |
| 3M | -1.8% | +8.0% | -9.8% | -5.0% |
| 6M | +18.4% | +27.4% | -9.0% | +6.6% |
| YTD | -5.6% | +40.5% | -46.1% | -19.1% |
| 1Y | +3.9% | +38.4% | -34.5% | -10.4% |
| 3Y | +126.3% | +98.7% | +27.6% | +64.3% |
| All | +90.7% | +106.5% | -15.8% | +29.1% |
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 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