+76,638.8%
FAST vs GWW
+15,877.3%
+60,761.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.3% | +2.6% |
| 7D | +3.8% | +5.3% | -1.4% | +0.5% |
| 30D | +8.1% | +12.4% | -4.4% | +0.6% |
| 3M | +5.8% | +13.7% | -7.9% | -2.3% |
| 6M | +24.9% | +18.0% | +6.8% | +12.4% |
| YTD | +38.9% | +44.6% | -5.6% | +10.6% |
| 1Y | +36.5% | +53.1% | -16.6% | +4.9% |
| 3Y | +98.1% | +90.2% | +7.9% | +33.4% |
| 5Y | +109.3% | +215.0% | -105.7% | +3.9% |
| 10Y | +547.9% | +658.9% | -111.0% | +84.3% |
| All | +76,638.8% | +15,877.3% | +60,761.6% | +5,509.8% |
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