-5.3%
FSLY vs NWSA
+177.0%
-182.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +7.5% | -4.8% | +12.3% | +10.3% |
| 30D | -21.1% | +3.0% | -24.1% | -22.4% |
| 3M | +21.8% | +9.3% | +12.5% | +15.1% |
| 6M | -0.1% | +23.2% | -23.3% | -13.4% |
| YTD | +123.1% | +13.3% | +109.8% | +101.0% |
| 1Y | +208.6% | +2.9% | +205.7% | +194.5% |
| 3Y | -1.3% | +43.3% | -44.6% | -22.7% |
| 5Y | -48.4% | +40.9% | -89.2% | -59.2% |
| All | -5.3% | +177.0% | -182.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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