+283.3%
WMB vs FAST
+546.1%
-262.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +8.1% | +5.0% | +3.1% | +6.4% |
| 30D | -6.9% | +8.6% | -15.4% | -9.4% |
| 3M | -5.1% | +6.9% | -12.0% | -7.2% |
| 6M | -5.7% | +29.6% | -35.3% | -13.8% |
| YTD | +18.1% | +41.4% | -23.4% | +4.0% |
| 1Y | +18.4% | +38.5% | -20.1% | +5.0% |
| 3Y | +122.7% | +98.7% | +24.0% | +69.2% |
| 5Y | +202.0% | +108.0% | +94.0% | +121.2% |
| All | +283.3% | +546.1% | -262.8% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling