+77,932.6%
FAST vs GWW
+16,306.1%
+61,626.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.6% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +8.3% | +14.0% | -5.6% | 0.0% |
| 3M | +6.5% | +14.4% | -7.9% | -2.0% |
| 6M | +29.5% | +21.7% | +7.8% | +14.5% |
| YTD | +41.3% | +48.4% | -7.2% | +10.7% |
| 1Y | +37.4% | +58.4% | -21.0% | +3.4% |
| 3Y | +98.5% | +92.3% | +6.3% | +32.7% |
| 5Y | +111.1% | +221.8% | -110.7% | +3.5% |
| 10Y | +548.6% | +657.6% | -109.0% | +84.5% |
| All | +77,932.6% | +16,306.1% | +61,626.5% | +5,514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling