+23,643.4%
FAST vs BWA
+2,496.1%
+21,147.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.8% |
| 7D | +2.1% | -5.5% | +7.5% | +4.1% |
| 30D | +6.9% | -21.7% | +28.6% | +16.5% |
| 3M | +4.8% | -25.6% | +30.5% | +15.8% |
| 6M | +19.8% | -17.4% | +37.2% | +26.0% |
| YTD | +34.9% | +9.2% | +25.7% | +25.8% |
| 1Y | +32.8% | +9.7% | +23.0% | +23.5% |
| 3Y | +93.7% | +54.6% | +39.1% | +54.1% |
| 5Y | +105.3% | +26.8% | +78.5% | +69.5% |
| 10Y | +595.4% | +89.0% | +506.4% | +350.9% |
| All | +23,643.4% | +2,496.1% | +21,147.3% | +5,617.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling