+507.7%
FAST vs WSM
+1,015.9%
-508.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.3% | +2.6% | -1.3% | +0.7% |
| 30D | -4.7% | -9.5% | +4.8% | -2.6% |
| 3M | +7.9% | +12.9% | -5.0% | +4.9% |
| 6M | +7.4% | +23.0% | -15.6% | +2.3% |
| YTD | +25.1% | +28.9% | -3.8% | +17.8% |
| 1Y | +4.7% | +13.7% | -9.0% | +1.0% |
| 3Y | +94.7% | +232.6% | -137.9% | +39.1% |
| 5Y | +106.8% | +185.9% | -79.1% | +47.5% |
| 10Y | +507.7% | +998.6% | -490.9% | +175.5% |
| All | +507.7% | +1,015.9% | -508.2% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling