+23,603.1%
FAST vs BWA
+2,428.1%
+21,175.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.7% | +5.1% | +1.5% |
| 7D | +0.7% | -10.8% | +11.5% | +4.8% |
| 30D | +4.6% | -25.0% | +29.6% | +15.8% |
| 3M | +6.4% | -28.6% | +35.0% | +19.3% |
| 6M | +20.6% | -16.6% | +37.2% | +26.4% |
| YTD | +34.7% | +6.3% | +28.3% | +26.8% |
| 1Y | +29.7% | +7.2% | +22.5% | +21.6% |
| 3Y | +89.9% | +48.2% | +41.7% | +53.5% |
| 5Y | +105.0% | +23.4% | +81.5% | +70.9% |
| 10Y | +594.2% | +84.0% | +510.1% | +354.5% |
| All | +23,603.1% | +2,428.1% | +21,175.0% | +5,664.3% |
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 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