+105.3%
FAST vs BWA
+26.5%
+78.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.5% |
| 7D | +2.1% | -5.5% | +7.5% | +3.4% |
| 30D | +6.9% | -21.7% | +28.6% | +13.2% |
| 3M | +4.8% | -25.6% | +30.5% | +12.2% |
| 6M | +19.8% | -17.4% | +37.2% | +23.8% |
| YTD | +34.9% | +9.2% | +25.7% | +27.2% |
| 1Y | +32.8% | +9.7% | +23.0% | +24.9% |
| 3Y | +93.7% | +54.6% | +39.1% | +61.4% |
| All | +105.3% | +26.5% | +78.8% | +74.4% |
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