-28.3%
FSLY vs BWA
+78.7%
-107.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +11.8% | +7.3% | +4.5% | +8.0% |
| 30D | -36.5% | -15.8% | -20.7% | -30.6% |
| 3M | -39.7% | -25.7% | -14.0% | -30.3% |
| 6M | -9.7% | -19.6% | +9.9% | +0.6% |
| YTD | +68.9% | +14.1% | +54.8% | +57.6% |
| 1Y | +44.5% | +12.2% | +32.3% | +35.7% |
| 3Y | +4.8% | +63.8% | -59.0% | -19.6% |
| 5Y | -66.0% | +28.7% | -94.7% | -72.0% |
| All | -28.3% | +78.7% | -107.1% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling