+107.2%
FAST vs WSM
+179.2%
-72.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.3% |
| 7D | -0.4% | -3.3% | +2.9% | +0.3% |
| 30D | -0.8% | -8.4% | +7.6% | +1.0% |
| 3M | +5.8% | +9.7% | -3.9% | +3.7% |
| 6M | +8.0% | +16.7% | -8.7% | +4.4% |
| YTD | +25.6% | +28.7% | -3.1% | +19.2% |
| 1Y | +0.8% | +13.7% | -12.8% | -2.3% |
| 3Y | +86.1% | +230.1% | -144.0% | +35.7% |
| All | +107.2% | +179.2% | -72.0% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling