+93.7%
FAST vs BWA
+51.7%
+42.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.4% |
| 7D | +2.1% | -5.5% | +7.5% | +3.2% |
| 30D | +6.9% | -21.7% | +28.6% | +12.4% |
| 3M | +4.8% | -25.6% | +30.5% | +11.3% |
| 6M | +19.8% | -17.4% | +37.2% | +23.2% |
| YTD | +34.9% | +9.2% | +25.7% | +26.4% |
| 1Y | +32.8% | +9.7% | +23.0% | +24.1% |
| 3Y | +93.7% | +54.6% | +39.1% | +61.3% |
| All | +93.7% | +51.7% | +42.0% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling