+531.8%
FAST vs BBWI
-44.4%
+576.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +4.8% | -4.2% | +9.0% | +5.4% |
| 30D | +8.6% | +24.9% | -16.2% | +4.9% |
| 3M | +5.7% | +13.2% | -7.5% | +3.2% |
| 6M | +25.5% | +12.1% | +13.4% | +22.0% |
| YTD | +39.6% | +11.1% | +28.5% | +35.0% |
| 1Y | +35.5% | +0.7% | +34.8% | +31.9% |
| 3Y | +96.2% | -23.8% | +120.0% | +92.4% |
| 5Y | +110.2% | -66.9% | +177.1% | +128.7% |
| 10Y | +531.8% | -45.3% | +577.2% | +469.6% |
| All | +531.8% | -44.4% | +576.2% | +469.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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