+108.6%
FAST vs ITW
+36.2%
+72.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +1.3% | -0.4% | +1.7% | +1.6% |
| 30D | -4.7% | -9.4% | +4.7% | +2.5% |
| 3M | +7.9% | +7.1% | +0.8% | +2.4% |
| 6M | +7.4% | -1.9% | +9.3% | +8.6% |
| YTD | +25.1% | +10.4% | +14.6% | +15.6% |
| 1Y | +4.7% | +3.3% | +1.4% | +1.5% |
| 3Y | +94.7% | +21.0% | +73.7% | +65.6% |
| All | +108.6% | +36.2% | +72.4% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling