+22,012.4%
FAST vs BWA
+3,492.4%
+18,520.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.3% |
| 7D | -0.4% | +5.7% | -6.0% | -2.4% |
| 30D | -0.8% | +1.4% | -2.2% | -1.5% |
| 3M | +5.8% | -12.1% | +17.8% | +10.0% |
| 6M | +8.0% | +28.6% | -20.6% | -3.0% |
| YTD | +25.6% | +51.1% | -25.5% | +4.7% |
| 1Y | +0.8% | +55.9% | -55.1% | -17.2% |
| 3Y | +86.1% | +70.1% | +16.0% | +43.1% |
| 5Y | +100.2% | +90.7% | +9.5% | +42.6% |
| 10Y | +494.2% | +154.0% | +340.2% | +247.8% |
| All | +22,012.4% | +3,492.4% | +18,520.0% | +4,658.8% |
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 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