-66.0%
FSLY vs NWSA
+15.3%
-81.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +1.3% |
| 7D | +11.8% | -0.8% | +12.6% | +12.5% |
| 30D | -36.5% | -11.3% | -25.2% | -28.8% |
| 3M | -39.7% | -8.1% | -31.7% | -34.8% |
| 6M | -9.7% | -0.7% | -9.0% | -10.0% |
| YTD | +68.9% | +1.3% | +67.5% | +59.1% |
| 1Y | +44.5% | -1.3% | +45.8% | +39.4% |
| 3Y | +4.8% | +28.4% | -23.6% | -27.8% |
| 5Y | -66.0% | +15.3% | -81.3% | -71.5% |
| All | -66.0% | +15.3% | -81.4% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling