-6.6%
FSLY vs BWA
+72.9%
-79.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.2% |
| 7D | +3.5% | +4.3% | -0.8% | +1.4% |
| 30D | -6.4% | -2.9% | -3.5% | -4.9% |
| 3M | +10.9% | -12.4% | +23.3% | +17.2% |
| 6M | +6.7% | +28.6% | -21.9% | -2.3% |
| YTD | +111.1% | +48.2% | +62.9% | +77.8% |
| 1Y | +185.8% | +50.9% | +134.8% | +138.7% |
| 3Y | -6.6% | +72.2% | -78.7% | -30.3% |
| All | -6.6% | +72.9% | -79.5% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling