+23.7%
WMB vs FAST
+32.0%
-8.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.0% | -6.5% |
| 7D | -8.6% | +3.4% | -12.1% | -8.9% |
| 30D | -4.2% | +5.5% | -9.7% | -4.6% |
| 3M | -4.4% | +7.6% | -12.0% | -4.9% |
| 6M | -8.7% | +19.8% | -28.5% | -10.0% |
| YTD | +15.4% | +35.5% | -20.1% | +10.1% |
| 1Y | +23.7% | +31.6% | -7.9% | +19.0% |
| All | +23.7% | +32.0% | -8.3% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling