+113.4%
WMB vs FAST
+96.6%
+16.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +3.3% |
| 7D | -6.7% | +3.8% | -10.5% | -7.2% |
| 30D | -8.6% | +8.1% | -16.6% | -9.6% |
| 3M | -4.9% | +5.8% | -10.7% | -5.7% |
| 6M | -6.3% | +24.9% | -31.2% | -9.4% |
| YTD | +13.0% | +38.9% | -25.9% | +6.9% |
| 1Y | +14.9% | +36.5% | -21.5% | +9.0% |
| 3Y | +113.4% | +98.1% | +15.2% | +101.8% |
| All | +113.4% | +96.6% | +16.8% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling