+105.0%
FAST vs WM
+62.1%
+42.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.7% | -1.1% |
| 7D | +0.7% | +4.5% | -3.8% | -1.2% |
| 30D | +4.6% | +16.1% | -11.4% | -2.1% |
| 3M | +6.4% | +8.0% | -1.7% | +2.6% |
| 6M | +20.6% | +8.4% | +12.2% | +15.9% |
| YTD | +34.7% | +11.2% | +23.5% | +27.5% |
| 1Y | +29.7% | +22.3% | +7.3% | +17.2% |
| 3Y | +89.9% | +50.2% | +39.7% | +51.6% |
| 5Y | +105.0% | +63.3% | +41.7% | +55.3% |
| All | +105.0% | +62.1% | +42.9% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling