-6.6%
FSLY vs WAB
+168.6%
-175.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +3.9% |
| 7D | +3.5% | +1.7% | +1.8% | +2.1% |
| 30D | -6.4% | -2.4% | -4.0% | -4.0% |
| 3M | +10.9% | +9.7% | +1.2% | +1.5% |
| 6M | +6.7% | +16.5% | -9.8% | -7.0% |
| YTD | +111.1% | +33.7% | +77.4% | +60.7% |
| 1Y | +185.8% | +49.7% | +136.1% | +94.4% |
| 3Y | -6.6% | +170.9% | -177.5% | -73.2% |
| All | -6.6% | +168.6% | -175.1% | -73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling