+124.8%
FAST vs RDW
-0.7%
+125.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.7% |
| 7D | -0.6% | +0.9% | -1.4% | -0.6% |
| 30D | -5.6% | -21.3% | +15.7% | -4.6% |
| 3M | +6.9% | -37.9% | +44.8% | +8.7% |
| 6M | +7.0% | +12.3% | -5.3% | +4.7% |
| YTD | +24.9% | +39.7% | -14.8% | +19.8% |
| 1Y | +6.5% | +25.7% | -19.2% | +2.0% |
| 3Y | +94.1% | +230.8% | -136.7% | +66.1% |
| 5Y | +107.7% | -8.8% | +116.4% | +76.3% |
| All | +124.8% | -0.7% | +125.6% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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