+531.8%
FAST vs WM
+329.9%
+202.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | +4.8% | +1.2% | +3.6% | +4.1% |
| 30D | +8.6% | +13.7% | -5.1% | +0.9% |
| 3M | +5.7% | +5.2% | +0.5% | +2.4% |
| 6M | +25.5% | +11.2% | +14.3% | +17.4% |
| YTD | +39.6% | +9.4% | +30.2% | +31.2% |
| 1Y | +35.5% | +20.4% | +15.1% | +20.4% |
| 3Y | +96.2% | +44.7% | +51.5% | +52.9% |
| 5Y | +110.2% | +58.5% | +51.7% | +52.8% |
| 10Y | +531.8% | +326.4% | +205.5% | +168.7% |
| All | +531.8% | +329.9% | +202.0% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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