-11.8%
FSLY vs BWA
-16.4%
+4.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.0% |
| 7D | -17.9% | +1.7% | -19.7% | -18.0% |
| 30D | -34.7% | -14.6% | -20.1% | -27.1% |
| 3M | -40.0% | -26.2% | -13.8% | -26.8% |
| 6M | -11.8% | -18.4% | +6.6% | -1.2% |
| All | -11.8% | -16.4% | +4.5% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling