+74,417.0%
FAST vs BBWI
+1,142.2%
+73,274.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +1.0% |
| 7D | +2.1% | -6.2% | +8.3% | +3.6% |
| 30D | +6.9% | +19.9% | -13.1% | +1.9% |
| 3M | +4.8% | +7.1% | -2.3% | +1.9% |
| 6M | +19.8% | +13.7% | +6.1% | +13.6% |
| YTD | +34.9% | +9.6% | +25.3% | +27.5% |
| 1Y | +32.8% | -1.6% | +34.4% | +27.0% |
| 3Y | +93.7% | -25.9% | +119.6% | +87.2% |
| 5Y | +105.3% | -67.8% | +173.1% | +133.2% |
| 10Y | +595.4% | -43.5% | +638.8% | +456.5% |
| All | +74,417.0% | +1,142.2% | +73,274.8% | +20,219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling