-30.7%
FSLY vs NWSA
+154.3%
-185.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -4.8% |
| 7D | +4.9% | +2.2% | +2.7% | +3.5% |
| 30D | -33.5% | -8.8% | -24.8% | -29.1% |
| 3M | -44.6% | -6.5% | -38.1% | -42.0% |
| 6M | -9.2% | +1.5% | -10.7% | -10.1% |
| YTD | +63.3% | +4.0% | +59.2% | +55.8% |
| 1Y | +45.3% | +3.4% | +41.8% | +38.9% |
| 3Y | +3.7% | +34.8% | -31.1% | -15.6% |
| 5Y | -67.2% | +18.4% | -85.5% | -71.9% |
| All | -30.7% | +154.3% | -185.0% | -49.0% |
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