+575.3%
FAST vs CDW
+303.2%
+272.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | +2.1% | +2.1% | 0.0% | +1.0% |
| 30D | +6.9% | +14.7% | -7.9% | +1.3% |
| 3M | +4.8% | +11.1% | -6.3% | -0.4% |
| 6M | +19.8% | +45.6% | -25.8% | +1.2% |
| YTD | +34.9% | +17.1% | +17.8% | +21.4% |
| 1Y | +32.8% | +13.2% | +19.6% | +21.0% |
| 3Y | +93.7% | -22.2% | +115.9% | +99.8% |
| 5Y | +105.3% | -10.1% | +115.4% | +94.3% |
| All | +575.3% | +303.2% | +272.1% | +331.3% |
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