+20,418.4%
SHW vs FAST
+71,032.6%
-50,614.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | -3.2% | -0.4% | -2.9% | -3.1% |
| 30D | -9.5% | -0.8% | -8.7% | -9.4% |
| 3M | +11.5% | +5.8% | +5.7% | +9.7% |
| 6M | -3.5% | +8.0% | -11.5% | -5.6% |
| YTD | +3.7% | +25.6% | -21.9% | -2.7% |
| 1Y | -7.9% | +0.8% | -8.7% | -8.5% |
| 3Y | +24.7% | +86.1% | -61.4% | +4.4% |
| 5Y | +13.6% | +100.2% | -86.6% | -6.7% |
| 10Y | +283.0% | +494.2% | -211.2% | +136.8% |
| All | +20,418.4% | +71,032.6% | -50,614.1% | +5,208.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling