+38.5%
FAST vs WSM
+31.6%
+6.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.5% |
| 7D | +5.0% | -3.2% | +8.2% | +6.0% |
| 30D | +8.6% | +4.6% | +3.9% | +6.6% |
| 3M | +6.9% | +2.4% | +4.5% | +5.7% |
| 6M | +29.6% | +43.7% | -14.1% | +13.1% |
| YTD | +41.4% | +42.1% | -0.7% | +25.4% |
| 1Y | +38.5% | +32.3% | +6.3% | +25.3% |
| All | +38.5% | +31.6% | +6.9% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling