-28.1%
FSLY vs WAB
+370.6%
-398.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.2% |
| 7D | -17.9% | +3.1% | -21.1% | -18.6% |
| 30D | -34.7% | +6.4% | -41.1% | -36.3% |
| 3M | -40.0% | +2.2% | -42.2% | -40.0% |
| 6M | -11.8% | +13.7% | -25.5% | -17.4% |
| YTD | +69.5% | +43.0% | +26.5% | +40.5% |
| 1Y | +44.0% | +47.0% | -3.0% | +17.6% |
| 3Y | +5.2% | +174.4% | -169.1% | -36.4% |
| 5Y | -65.6% | +222.2% | -287.8% | -80.4% |
| All | -28.1% | +370.6% | -398.7% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling