+105.3%
FAST vs WSM
+163.9%
-58.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.9% |
| 7D | +4.2% | 0.0% | +4.2% | +4.1% |
| 30D | +6.7% | +5.1% | +1.6% | +5.5% |
| 3M | +8.0% | +5.1% | +2.9% | +6.8% |
| 6M | +27.4% | +48.6% | -21.2% | +17.4% |
| YTD | +40.5% | +44.2% | -3.7% | +30.1% |
| 1Y | +38.4% | +38.1% | +0.3% | +29.1% |
| 3Y | +98.7% | +257.2% | -158.5% | +43.1% |
| All | +105.3% | +163.9% | -58.6% | +49.7% |
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