+346.7%
SHW vs FAST
+541.5%
-194.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.5% |
| 7D | -2.1% | +4.3% | -6.4% | -4.1% |
| 30D | +11.1% | +8.3% | +2.8% | +6.9% |
| 3M | -2.2% | +6.5% | -8.6% | -5.2% |
| 6M | +14.3% | +29.5% | -15.2% | +0.8% |
| YTD | +10.6% | +41.3% | -30.7% | -6.9% |
| 1Y | +4.1% | +37.4% | -33.3% | -11.3% |
| 3Y | +42.9% | +98.5% | -55.7% | -0.1% |
| 5Y | +14.2% | +111.1% | -96.9% | -23.5% |
| 10Y | +346.7% | +548.6% | -201.8% | +90.5% |
| All | +346.7% | +541.5% | -194.7% | +90.5% |
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