+69,298.0%
FAST vs BBWI
+1,034.6%
+68,263.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.1% | +0.1% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | -0.8% | -5.2% | +4.4% | +0.1% |
| 3M | +5.8% | +11.1% | -5.4% | +2.1% |
| 6M | +8.0% | -13.4% | +21.4% | +9.4% |
| YTD | +25.6% | +0.1% | +25.5% | +22.3% |
| 1Y | +0.8% | -36.1% | +36.9% | +7.8% |
| 3Y | +86.1% | -44.1% | +130.2% | +94.0% |
| 5Y | +100.2% | -66.2% | +166.4% | +125.3% |
| 10Y | +494.2% | -54.8% | +548.9% | +410.0% |
| All | +69,298.0% | +1,034.6% | +68,263.4% | +19,391.7% |
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