+502.8%
FAST vs NWSA
+127.4%
+375.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.4% |
| 7D | -0.4% | -1.9% | +1.5% | +0.3% |
| 30D | -0.8% | +4.6% | -5.4% | -2.5% |
| 3M | +5.8% | +13.2% | -7.5% | +0.6% |
| 6M | +8.0% | +27.0% | -19.0% | -1.9% |
| YTD | +25.6% | +16.8% | +8.8% | +17.2% |
| 1Y | +0.8% | +4.5% | -3.7% | -2.1% |
| 3Y | +86.1% | +46.2% | +39.9% | +57.1% |
| 5Y | +100.2% | +40.9% | +59.3% | +66.8% |
| 10Y | +494.2% | +145.1% | +349.1% | +268.7% |
| All | +502.8% | +127.4% | +375.3% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling