-28.1%
FSLY vs BWA
+79.7%
-107.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.5% |
| 7D | -17.9% | +1.7% | -19.7% | -18.0% |
| 30D | -34.7% | -14.6% | -20.1% | -29.1% |
| 3M | -40.0% | -26.2% | -13.8% | -30.4% |
| 6M | -11.8% | -18.4% | +6.6% | -2.5% |
| YTD | +69.5% | +14.7% | +54.9% | +57.8% |
| 1Y | +44.0% | +13.3% | +30.6% | +34.6% |
| 3Y | +5.2% | +64.7% | -59.5% | -19.5% |
| 5Y | -65.6% | +32.2% | -97.7% | -71.8% |
| All | -28.1% | +79.7% | -107.7% | -53.1% |
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