+108.0%
FAST vs BWA
+30.6%
+77.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.0% | +7.3% | -2.3% | +3.2% |
| 30D | +8.6% | -15.8% | +24.4% | +13.0% |
| 3M | +6.9% | -25.7% | +32.7% | +14.5% |
| 6M | +29.6% | -19.6% | +49.2% | +35.2% |
| YTD | +41.4% | +14.1% | +27.3% | +31.9% |
| 1Y | +38.5% | +12.2% | +26.4% | +29.7% |
| 3Y | +98.7% | +63.8% | +34.9% | +63.2% |
| 5Y | +108.0% | +28.7% | +79.3% | +76.8% |
| All | +108.0% | +30.6% | +77.4% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling