+69,298.0%
FAST vs ITW
+9,591.0%
+59,707.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.1% |
| 7D | -0.4% | -3.6% | +3.2% | +1.8% |
| 30D | -0.8% | -9.1% | +8.4% | +4.9% |
| 3M | +5.8% | +8.2% | -2.5% | +1.0% |
| 6M | +8.0% | -4.8% | +12.8% | +10.9% |
| YTD | +25.6% | +11.0% | +14.6% | +18.1% |
| 1Y | +0.8% | +4.2% | -3.4% | -1.9% |
| 3Y | +86.1% | +17.3% | +68.8% | +68.7% |
| 5Y | +100.2% | +33.0% | +67.2% | +68.7% |
| 10Y | +494.2% | +182.3% | +311.9% | +224.8% |
| All | +69,298.0% | +9,591.0% | +59,707.0% | +9,455.3% |
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 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