+8,381.3%
WFC vs FAST
+76,596.6%
-68,215.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.6% |
| 7D | +4.5% | +3.4% | +1.1% | +3.3% |
| 30D | +7.4% | +5.5% | +1.9% | +5.4% |
| 3M | -0.5% | +7.6% | -8.1% | -3.2% |
| 6M | +11.7% | +19.8% | -8.1% | +4.5% |
| YTD | -4.6% | +35.5% | -40.1% | -14.8% |
| 1Y | +2.5% | +31.6% | -29.1% | -7.5% |
| 3Y | +123.9% | +91.0% | +32.9% | +75.9% |
| 5Y | +94.3% | +105.1% | -10.8% | +47.5% |
| 10Y | +156.0% | +598.2% | -442.2% | +27.9% |
| All | +8,381.3% | +76,596.6% | -68,215.3% | +1,381.9% |
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