+107.2%
FAST vs WM
+52.1%
+55.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | -0.8% | -2.4% | +1.6% | +0.3% |
| 3M | +5.8% | +0.4% | +5.3% | +5.3% |
| 6M | +8.0% | -9.5% | +17.5% | +12.6% |
| YTD | +25.6% | +0.5% | +25.1% | +24.5% |
| 1Y | +0.8% | -1.1% | +1.9% | +0.6% |
| 3Y | +86.1% | +46.0% | +40.1% | +48.5% |
| All | +107.2% | +52.1% | +55.0% | +55.2% |
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