+495.3%
FAST vs CDW
+903.1%
-407.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.4% | +3.2% | -3.5% | -1.5% |
| 30D | -0.8% | +9.3% | -10.1% | -4.2% |
| 3M | +5.8% | +9.8% | -4.0% | +1.2% |
| 6M | +8.0% | +23.3% | -15.4% | -3.5% |
| YTD | +25.6% | +13.7% | +12.0% | +15.6% |
| 1Y | +0.8% | -6.5% | +7.3% | -0.5% |
| 3Y | +86.1% | -25.2% | +111.3% | +95.7% |
| 5Y | +100.2% | -19.5% | +119.7% | +100.1% |
| 10Y | +494.2% | +285.8% | +208.4% | +231.0% |
| All | +495.3% | +903.1% | -407.8% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling