+105.3%
FAST vs NWSA
+18.8%
+86.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.5% |
| 7D | +4.2% | +2.2% | +2.0% | +3.4% |
| 30D | +6.7% | -8.8% | +15.4% | +9.2% |
| 3M | +8.0% | -6.5% | +14.5% | +9.6% |
| 6M | +27.4% | +1.5% | +25.9% | +25.2% |
| YTD | +40.5% | +4.0% | +36.5% | +36.0% |
| 1Y | +38.4% | +3.4% | +34.9% | +34.2% |
| 3Y | +98.7% | +34.8% | +63.8% | +73.0% |
| All | +105.3% | +18.8% | +86.6% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling