+31.6%
FAST vs BWA
+17.4%
+14.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.0% |
| 7D | +3.4% | -9.9% | +13.3% | +4.8% |
| 30D | +5.5% | -16.4% | +21.9% | +8.0% |
| 3M | +7.6% | -19.8% | +27.4% | +10.6% |
| 6M | +19.8% | -10.0% | +29.8% | +20.1% |
| YTD | +35.5% | +12.7% | +22.7% | +21.6% |
| 1Y | +31.6% | +15.7% | +16.0% | +16.8% |
| All | +31.6% | +17.4% | +14.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling