+531.8%
FAST vs CDW
+329.6%
+202.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.5% |
| 7D | +4.8% | +13.1% | -8.3% | +0.1% |
| 30D | +8.6% | +19.1% | -10.5% | +1.6% |
| 3M | +5.7% | +24.7% | -19.0% | -3.5% |
| 6M | +25.5% | +63.4% | -37.9% | +1.8% |
| YTD | +39.6% | +26.3% | +13.3% | +22.4% |
| 1Y | +35.5% | +20.6% | +14.9% | +20.9% |
| 3Y | +96.2% | -16.3% | +112.5% | +97.4% |
| 5Y | +110.2% | -3.9% | +114.1% | +94.6% |
| 10Y | +531.8% | +331.5% | +200.3% | +275.6% |
| All | +531.8% | +329.6% | +202.3% | +275.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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