+208.6%
FSLY vs NWSA
+1.3%
+207.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.3% |
| 7D | +7.5% | -4.8% | +12.3% | +5.4% |
| 30D | -21.1% | +3.0% | -24.1% | -19.9% |
| 3M | +21.8% | +9.3% | +12.5% | +26.8% |
| 6M | -0.1% | +23.2% | -23.3% | +10.7% |
| YTD | +123.1% | +13.3% | +109.8% | +161.8% |
| 1Y | +208.6% | +2.9% | +205.7% | +306.6% |
| All | +208.6% | +1.3% | +207.2% | +306.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling