+35.5%
FAST vs BWA
+13.5%
+22.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | +4.8% | -2.4% | +7.2% | +5.1% |
| 30D | +8.6% | -17.7% | +26.3% | +11.4% |
| 3M | +5.7% | -27.0% | +32.7% | +10.3% |
| 6M | +25.5% | -17.3% | +42.8% | +27.8% |
| YTD | +39.6% | +12.9% | +26.7% | +25.3% |
| 1Y | +35.5% | +12.9% | +22.6% | +21.3% |
| All | +35.5% | +13.5% | +22.0% | +21.3% |
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