+10,575.1%
WMT vs FAST
+76,279.5%
-65,704.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +1.6% | +2.1% | -0.5% | +1.2% |
| 30D | +16.1% | +6.9% | +9.2% | +14.3% |
| 3M | +12.3% | +4.8% | +7.4% | +11.0% |
| 6M | -3.1% | +19.8% | -22.9% | -7.1% |
| YTD | +13.4% | +34.9% | -21.5% | +5.6% |
| 1Y | +24.5% | +32.8% | -8.3% | +16.2% |
| 3Y | +135.7% | +93.7% | +41.9% | +99.9% |
| 5Y | +166.8% | +105.3% | +61.5% | +121.2% |
| 10Y | +543.4% | +595.4% | -51.9% | +294.6% |
| All | +10,575.1% | +76,279.5% | -65,704.3% | +2,136.7% |
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