+507.7%
FAST vs NWSA
+143.8%
+363.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | +0.3% |
| 7D | +1.3% | -2.6% | +3.9% | +2.3% |
| 30D | -4.7% | +4.6% | -9.3% | -6.4% |
| 3M | +7.9% | +10.2% | -2.3% | +3.5% |
| 6M | +7.4% | +21.6% | -14.2% | -1.1% |
| YTD | +25.1% | +14.6% | +10.4% | +17.3% |
| 1Y | +4.7% | +0.4% | +4.3% | +3.2% |
| 3Y | +94.7% | +45.0% | +49.7% | +63.6% |
| 5Y | +106.8% | +41.3% | +65.5% | +70.5% |
| 10Y | +507.7% | +142.8% | +364.9% | +265.0% |
| All | +507.7% | +143.8% | +363.8% | +265.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling