+533.3%
FAST vs CDW
+312.7%
+220.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | +4.2% | +9.3% | -5.2% | +1.0% |
| 30D | +6.7% | +14.4% | -7.7% | +1.3% |
| 3M | +8.0% | +21.4% | -13.4% | -0.3% |
| 6M | +27.4% | +72.8% | -45.4% | +1.2% |
| YTD | +40.5% | +28.0% | +12.5% | +22.6% |
| 1Y | +38.4% | +19.3% | +19.0% | +24.1% |
| 3Y | +98.7% | -15.3% | +114.0% | +99.1% |
| 5Y | +106.7% | -3.8% | +110.5% | +91.3% |
| All | +533.3% | +312.7% | +220.7% | +269.3% |
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