+43.9%
SHW vs FAST
+98.9%
-55.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.4% |
| 7D | -2.1% | +4.3% | -6.4% | -4.0% |
| 30D | +11.1% | +8.3% | +2.8% | +7.1% |
| 3M | -2.2% | +6.5% | -8.6% | -5.0% |
| 6M | +14.3% | +29.5% | -15.2% | +1.5% |
| YTD | +10.6% | +41.3% | -30.7% | -5.9% |
| 1Y | +4.1% | +37.4% | -33.3% | -10.4% |
| All | +43.9% | +98.9% | -55.0% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling