-52.4%
FSLY vs WAB
+231.1%
-283.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +3.9% |
| 7D | +3.5% | +1.7% | +1.8% | +2.0% |
| 30D | -6.4% | -2.4% | -4.0% | -3.8% |
| 3M | +10.9% | +9.7% | +1.2% | +0.5% |
| 6M | +6.7% | +16.5% | -9.8% | -8.1% |
| YTD | +111.1% | +33.7% | +77.4% | +58.1% |
| 1Y | +185.8% | +49.7% | +136.1% | +91.1% |
| 3Y | -6.6% | +170.9% | -177.5% | -66.3% |
| 5Y | -52.4% | +228.0% | -280.4% | -85.5% |
| All | -52.4% | +231.1% | -283.4% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling