+524.1%
FAST vs ITW
+183.0%
+341.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | +0.1% |
| 7D | +1.8% | -1.9% | +3.7% | +3.2% |
| 30D | -6.4% | -10.4% | +3.9% | +1.2% |
| 3M | +5.3% | +3.5% | +1.8% | +2.6% |
| 6M | +5.4% | -3.4% | +8.7% | +7.6% |
| YTD | +23.6% | +8.5% | +15.1% | +16.1% |
| 1Y | +4.1% | +3.2% | +0.8% | +1.1% |
| 3Y | +92.4% | +18.9% | +73.5% | +67.5% |
| 5Y | +106.1% | +35.0% | +71.1% | +62.5% |
| 10Y | +524.1% | +188.6% | +335.5% | +166.3% |
| All | +524.1% | +183.0% | +341.1% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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