-50.2%
FSLY vs NWSA
+40.1%
-90.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +6.0% |
| 7D | +11.2% | -3.1% | +14.2% | +13.8% |
| 30D | -18.2% | +4.3% | -22.4% | -20.9% |
| 3M | +21.9% | +9.2% | +12.7% | +12.1% |
| 6M | +4.0% | +21.6% | -17.5% | -15.3% |
| YTD | +123.1% | +14.2% | +108.9% | +89.2% |
| 1Y | +196.9% | +1.8% | +195.1% | +181.2% |
| 3Y | -1.3% | +44.4% | -45.7% | -37.4% |
| 5Y | -50.2% | +41.0% | -91.2% | -67.6% |
| All | -50.2% | +40.1% | -90.3% | -67.6% |
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 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