+533.3%
FAST vs BWA
+94.2%
+439.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +4.2% | +4.3% | -0.1% | +2.8% |
| 30D | +6.7% | -13.0% | +19.7% | +10.9% |
| 3M | +8.0% | -24.8% | +32.9% | +17.0% |
| 6M | +27.4% | -23.5% | +50.9% | +36.3% |
| YTD | +40.5% | +13.8% | +26.7% | +30.3% |
| 1Y | +38.4% | +13.4% | +24.9% | +28.3% |
| 3Y | +98.7% | +62.8% | +35.9% | +59.8% |
| 5Y | +106.7% | +28.5% | +78.2% | +74.2% |
| All | +533.3% | +94.2% | +439.1% | +347.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling