+9,012.0%
WMT vs FAST
+71,032.5%
-62,020.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.4% |
| 7D | +3.9% | -0.4% | +4.3% | +4.0% |
| 30D | -4.4% | -0.8% | -3.6% | -4.2% |
| 3M | -8.8% | +5.8% | -14.5% | -10.0% |
| 6M | -15.6% | +8.0% | -23.6% | -17.3% |
| YTD | -3.2% | +25.6% | -28.9% | -8.4% |
| 1Y | +7.0% | +0.8% | +6.2% | +6.2% |
| 3Y | +105.3% | +86.1% | +19.2% | +75.5% |
| 5Y | +129.3% | +100.2% | +29.0% | +91.1% |
| 10Y | +423.9% | +494.2% | -70.3% | +232.5% |
| All | +9,012.0% | +71,032.5% | -62,020.6% | +1,840.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling