+534.7%
WMT vs FAST
+546.1%
-11.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.2% | +5.0% | -6.2% | -2.5% |
| 30D | +12.4% | +8.6% | +3.8% | +9.9% |
| 3M | +9.0% | +6.9% | +2.1% | +7.0% |
| 6M | -3.0% | +29.6% | -32.5% | -9.6% |
| YTD | +14.0% | +41.4% | -27.4% | +3.5% |
| 1Y | +23.0% | +38.5% | -15.5% | +12.2% |
| 3Y | +135.1% | +98.7% | +36.3% | +91.8% |
| 5Y | +172.7% | +108.0% | +64.7% | +116.6% |
| All | +534.7% | +546.1% | -11.4% | +285.3% |
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