+93.7%
FAST vs WSM
+245.0%
-151.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +1.9% | +0.5% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | +6.9% | +6.0% | +0.9% | +5.8% |
| 3M | +4.8% | +3.2% | +1.6% | +4.2% |
| 6M | +19.8% | +37.1% | -17.3% | +13.8% |
| YTD | +34.9% | +44.2% | -9.3% | +27.4% |
| 1Y | +32.8% | +34.2% | -1.4% | +26.5% |
| 3Y | +93.7% | +249.3% | -155.5% | +59.6% |
| All | +93.7% | +245.0% | -151.3% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling