-5.3%
FSLY vs WAB
+334.0%
-339.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.4% |
| 7D | +11.2% | +0.2% | +10.9% | +11.0% |
| 30D | -18.2% | -4.6% | -13.6% | -15.9% |
| 3M | +21.9% | +5.6% | +16.3% | +17.6% |
| 6M | +4.0% | +13.8% | -9.8% | -3.1% |
| YTD | +123.1% | +31.9% | +91.2% | +91.3% |
| 1Y | +196.9% | +48.3% | +148.6% | +138.9% |
| 3Y | -1.3% | +167.1% | -168.4% | -39.5% |
| 5Y | -50.2% | +222.9% | -273.1% | -71.3% |
| All | -5.3% | +334.0% | -339.3% | -50.8% |
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