+4.7%
FAST vs GWW
+30.8%
-26.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +1.1% |
| 7D | +1.3% | -1.5% | +2.8% | +2.2% |
| 30D | -4.7% | +1.1% | -5.9% | -5.4% |
| 3M | +7.9% | -1.0% | +8.9% | +7.8% |
| 6M | +7.4% | +16.3% | -8.9% | -3.7% |
| YTD | +25.1% | +28.5% | -3.4% | +5.0% |
| 1Y | +4.7% | +30.3% | -25.6% | -14.1% |
| All | +4.7% | +30.8% | -26.1% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling