+178.4%
WMT vs FAST
+106.5%
+72.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.7% |
| 7D | +2.0% | +4.2% | -2.1% | +0.9% |
| 30D | +10.3% | +6.7% | +3.6% | +8.3% |
| 3M | +11.0% | +8.0% | +2.9% | +8.6% |
| 6M | -2.3% | +27.4% | -29.8% | -8.5% |
| YTD | +15.7% | +40.5% | -24.8% | +5.4% |
| 1Y | +26.0% | +38.4% | -12.4% | +15.2% |
| 3Y | +136.5% | +98.7% | +37.8% | +93.0% |
| All | +178.4% | +106.5% | +72.0% | +119.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling