+8,627.7%
WFC vs FAST
+71,032.6%
-62,404.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.4% |
| 6M | +8.4% | +8.0% | +0.4% | +5.0% |
| YTD | -1.9% | +25.6% | -27.5% | -10.0% |
| 1Y | +12.3% | +0.8% | +11.5% | +11.0% |
| 3Y | +132.3% | +86.1% | +46.2% | +84.0% |
| 5Y | +130.1% | +100.2% | +29.9% | +76.0% |
| 10Y | +134.4% | +494.2% | -359.8% | +23.5% |
| All | +8,627.7% | +71,032.6% | -62,404.9% | +1,466.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling