+74,726.4%
FAST vs WM
+28,817.6%
+45,908.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.3% |
| 7D | +3.4% | +5.9% | -2.5% | +2.1% |
| 30D | +5.5% | +15.4% | -9.9% | +1.9% |
| 3M | +7.6% | +6.3% | +1.2% | +5.9% |
| 6M | +19.8% | +5.6% | +14.2% | +18.0% |
| YTD | +35.5% | +9.9% | +25.5% | +32.1% |
| 1Y | +31.6% | +20.8% | +10.8% | +25.5% |
| 3Y | +91.0% | +48.5% | +42.5% | +73.2% |
| 5Y | +105.1% | +60.6% | +44.5% | +82.5% |
| 10Y | +598.2% | +349.8% | +248.5% | +402.8% |
| All | +74,726.4% | +28,817.6% | +45,908.7% | +35,765.4% |
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