+526.6%
WMT vs FAST
+606.6%
-80.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.7% |
| 7D | -1.6% | +3.8% | -5.4% | -2.6% |
| 30D | +12.9% | +8.1% | +4.8% | +10.5% |
| 3M | +12.6% | +5.8% | +6.8% | +10.9% |
| 6M | -3.4% | +24.9% | -28.3% | -9.1% |
| YTD | +13.5% | +38.9% | -25.4% | +3.5% |
| 1Y | +23.5% | +36.5% | -13.0% | +13.1% |
| 3Y | +137.3% | +98.1% | +39.2% | +93.9% |
| 5Y | +167.9% | +109.3% | +58.6% | +112.5% |
| 10Y | +526.6% | +547.9% | -21.3% | +280.8% |
| All | +526.6% | +606.6% | -80.0% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling