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  • WMB vs FAST✓SelectedUSD · FASTWMB vs FAST performance historyLatest closeAs of+0.14%09/04
Stock and ETF performance explorer

WMB vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,376.0%
FAST return
+71,032.6%
Excess return
-65,656.6%
Maximum drawdown
-98.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
1D+0.1%+0.8%-0.6%-0.1%
7D+0.6%-0.4%+0.9%+0.6%
30D+3.3%-0.8%+4.0%+3.4%
3M+3.1%+5.8%-2.6%+1.2%
6M-0.7%+8.0%-8.7%-3.5%
YTD+25.2%+25.6%-0.5%+16.1%
1Y+32.9%+0.8%+32.1%+31.0%
3Y+140.6%+86.1%+54.5%+95.2%
5Y+273.5%+100.2%+173.2%+192.7%
10Y+334.2%+494.2%-160.0%+141.9%
All+5,376.0%+71,032.6%-65,656.6%+1,386.4%

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 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