+507.7%
FAST vs GWW
+557.3%
-49.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +1.3% |
| 7D | +1.3% | -1.5% | +2.8% | +2.3% |
| 30D | -4.7% | +1.1% | -5.9% | -5.5% |
| 3M | +7.9% | -1.0% | +8.9% | +8.2% |
| 6M | +7.4% | +16.3% | -8.9% | -3.4% |
| YTD | +25.1% | +28.5% | -3.4% | +5.1% |
| 1Y | +4.7% | +30.3% | -25.6% | -13.0% |
| 3Y | +94.7% | +91.6% | +3.1% | +25.1% |
| 5Y | +106.8% | +224.0% | -117.2% | -6.3% |
| 10Y | +507.7% | +551.3% | -43.6% | +78.6% |
| All | +507.7% | +557.3% | -49.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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