+77,018.5%
FAST vs ITW
+10,301.3%
+66,717.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +4.8% | +0.5% | +4.3% | +4.5% |
| 30D | +8.6% | +9.1% | -0.4% | +3.2% |
| 3M | +5.7% | -1.6% | +7.3% | +6.5% |
| 6M | +25.5% | +14.5% | +11.0% | +15.8% |
| YTD | +39.6% | +19.2% | +20.4% | +25.8% |
| 1Y | +35.5% | +20.9% | +14.6% | +20.9% |
| 3Y | +96.2% | +33.1% | +63.1% | +65.3% |
| 5Y | +110.2% | +38.2% | +72.0% | +72.9% |
| 10Y | +531.8% | +196.2% | +335.7% | +234.9% |
| All | +77,018.5% | +10,301.3% | +66,717.3% | +10,078.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling