+69,298.0%
FAST vs WM
+26,336.4%
+42,961.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -0.8% | -2.4% | +1.6% | -0.2% |
| 3M | +5.8% | +0.4% | +5.3% | +5.6% |
| 6M | +8.0% | -9.5% | +17.5% | +10.3% |
| YTD | +25.6% | +0.5% | +25.1% | +25.2% |
| 1Y | +0.8% | -1.1% | +1.9% | +0.8% |
| 3Y | +86.1% | +46.0% | +40.1% | +69.5% |
| 5Y | +100.2% | +51.8% | +48.4% | +80.8% |
| 10Y | +494.2% | +307.5% | +186.7% | +338.2% |
| All | +69,298.0% | +26,336.4% | +42,961.6% | +33,906.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling