-28.3%
FSLY vs NWSA
+147.7%
-176.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.8% |
| 7D | +11.8% | -0.8% | +12.6% | +12.3% |
| 30D | -36.5% | -11.3% | -25.2% | -31.2% |
| 3M | -39.7% | -8.1% | -31.7% | -36.2% |
| 6M | -9.7% | -0.7% | -9.0% | -9.3% |
| YTD | +68.9% | +1.3% | +67.5% | +63.7% |
| 1Y | +44.5% | -1.3% | +45.8% | +42.1% |
| 3Y | +4.8% | +28.4% | -23.6% | -12.2% |
| 5Y | -66.0% | +15.3% | -81.3% | -70.4% |
| All | -28.3% | +147.7% | -176.0% | -46.4% |
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