-14.2%
FSLY vs NWSA
+185.6%
-199.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.5% |
| 7D | -10.6% | -1.9% | -8.8% | -9.7% |
| 30D | -20.9% | +4.6% | -25.5% | -23.0% |
| 3M | +3.4% | +13.2% | -9.8% | -4.1% |
| 6M | +2.7% | +27.0% | -24.3% | -12.3% |
| YTD | +102.3% | +16.8% | +85.4% | +79.4% |
| 1Y | +182.1% | +4.5% | +177.5% | +167.5% |
| 3Y | -14.6% | +46.2% | -60.8% | -33.7% |
| 5Y | -55.9% | +40.9% | -96.8% | -65.4% |
| All | -14.2% | +185.6% | -199.8% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling