+547.9%
FAST vs WSM
+1,313.8%
-765.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.3% |
| 7D | +3.8% | +0.9% | +3.0% | +3.6% |
| 30D | +8.1% | +8.6% | -0.5% | +6.0% |
| 3M | +5.8% | +4.2% | +1.6% | +4.6% |
| 6M | +24.9% | +44.6% | -19.8% | +14.7% |
| YTD | +38.9% | +48.5% | -9.6% | +26.7% |
| 1Y | +36.5% | +34.7% | +1.8% | +27.0% |
| 3Y | +98.1% | +271.0% | -172.9% | +39.1% |
| 5Y | +109.3% | +180.9% | -71.6% | +51.1% |
| 10Y | +547.9% | +1,235.4% | -687.5% | +193.2% |
| All | +547.9% | +1,313.8% | -765.9% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling