+13.8%
SHW vs FAST
+103.2%
-89.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | +5.7% | +0.7% | +5.1% | +5.4% |
| 30D | +8.7% | +4.6% | +4.0% | +6.1% |
| 3M | -5.4% | +6.4% | -11.7% | -8.6% |
| 6M | +12.2% | +20.6% | -8.3% | +1.3% |
| YTD | +8.5% | +34.7% | -26.2% | -8.4% |
| 1Y | +4.9% | +29.7% | -24.7% | -9.6% |
| 3Y | +42.8% | +89.9% | -47.1% | -5.0% |
| All | +13.8% | +103.2% | -89.4% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling