+100.0%
FAST vs NWSA
+29.1%
+70.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +5.0% | -0.8% | +5.8% | +5.2% |
| 30D | +8.6% | -11.3% | +19.9% | +11.4% |
| 3M | +6.9% | -8.1% | +15.0% | +8.5% |
| 6M | +29.6% | -0.7% | +30.3% | +28.1% |
| YTD | +41.4% | +1.3% | +40.1% | +38.2% |
| 1Y | +38.5% | -1.3% | +39.8% | +36.8% |
| All | +100.0% | +29.1% | +70.8% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling