-5.3%
FSLY vs BWA
+128.7%
-134.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.4% |
| 7D | +11.2% | +0.1% | +11.0% | +10.9% |
| 30D | -18.2% | -5.6% | -12.6% | -15.8% |
| 3M | +21.9% | -10.7% | +32.6% | +28.3% |
| 6M | +4.0% | +23.2% | -19.1% | -5.0% |
| YTD | +123.1% | +46.0% | +77.1% | +84.7% |
| 1Y | +196.9% | +51.2% | +145.7% | +141.7% |
| 3Y | -1.3% | +69.6% | -70.8% | -26.7% |
| 5Y | -50.2% | +86.6% | -136.8% | -64.5% |
| All | -5.3% | +128.7% | -134.1% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling