+14.0%
WMB vs FAST
+30.1%
-16.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -13.8% | +2.1% | -15.9% | -14.0% |
| 30D | -10.3% | +6.9% | -17.2% | -10.8% |
| 3M | -10.1% | +4.8% | -14.9% | -10.4% |
| 6M | -11.8% | +19.8% | -31.6% | -13.1% |
| YTD | +8.9% | +34.9% | -25.9% | +3.7% |
| 1Y | +14.0% | +32.8% | -18.8% | +8.4% |
| All | +14.0% | +30.1% | -16.1% | +8.4% |
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 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