+92.7%
WFC vs FAST
+110.4%
-17.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +0.9% | +4.8% | -3.9% | -1.0% |
| 30D | +3.3% | +8.6% | -5.4% | -0.2% |
| 3M | -1.4% | +5.7% | -7.1% | -3.8% |
| 6M | +14.7% | +25.5% | -10.8% | +3.9% |
| YTD | -5.9% | +39.6% | -45.5% | -19.2% |
| 1Y | +1.8% | +35.5% | -33.6% | -11.4% |
| 3Y | +124.9% | +96.2% | +28.7% | +64.1% |
| 5Y | +92.7% | +110.2% | -17.5% | +25.6% |
| All | +92.7% | +110.4% | -17.6% | +25.6% |
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 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