+356.5%
SHW vs FAST
+606.6%
-250.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +2.6% |
| 7D | +1.6% | +3.8% | -2.3% | -0.2% |
| 30D | +12.1% | +8.1% | +4.0% | +8.0% |
| 3M | -3.0% | +5.8% | -8.8% | -5.7% |
| 6M | +13.5% | +24.9% | -11.3% | +1.8% |
| YTD | +11.2% | +38.9% | -27.7% | -5.6% |
| 1Y | +6.2% | +36.5% | -30.2% | -9.1% |
| 3Y | +45.6% | +98.1% | -52.5% | +1.9% |
| 5Y | +15.6% | +109.3% | -93.7% | -22.3% |
| 10Y | +356.5% | +547.9% | -191.4% | +89.3% |
| All | +356.5% | +606.6% | -250.1% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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