+69,298.0%
FAST vs WSM
+34,755.7%
+34,542.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.1% |
| 3M | +5.8% | +9.7% | -3.9% | +3.5% |
| 6M | +8.0% | +16.7% | -8.7% | +4.1% |
| YTD | +25.6% | +28.7% | -3.1% | +18.5% |
| 1Y | +0.8% | +13.7% | -12.8% | -2.6% |
| 3Y | +86.1% | +230.1% | -144.0% | +36.4% |
| 5Y | +100.2% | +179.0% | -78.7% | +47.3% |
| 10Y | +494.2% | +1,002.5% | -508.4% | +200.8% |
| All | +69,298.0% | +34,755.7% | +34,542.3% | +16,662.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling