+105.3%
FAST vs GWW
+218.6%
-113.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | 0.0% |
| 7D | +4.2% | +3.6% | +0.6% | +1.6% |
| 30D | +6.7% | +12.1% | -5.4% | -1.8% |
| 3M | +8.0% | +12.9% | -4.9% | -1.1% |
| 6M | +27.4% | +19.3% | +8.1% | +11.5% |
| YTD | +40.5% | +48.7% | -8.2% | +4.3% |
| 1Y | +38.4% | +60.5% | -22.1% | -3.0% |
| 3Y | +98.7% | +93.3% | +5.4% | +20.4% |
| All | +105.3% | +218.6% | -113.3% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling