-66.9%
FSLY vs WAB
+223.7%
-290.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | 0.0% |
| 7D | -22.9% | +4.0% | -26.9% | -24.6% |
| 30D | -44.6% | +6.3% | -50.9% | -46.9% |
| 3M | -41.5% | +3.3% | -44.8% | -42.2% |
| 6M | -20.8% | +14.5% | -35.3% | -30.0% |
| YTD | +59.5% | +42.7% | +16.9% | +13.7% |
| 1Y | +36.1% | +45.2% | -9.1% | -4.7% |
| 3Y | -1.0% | +173.8% | -174.7% | -64.9% |
| 5Y | -66.9% | +223.8% | -290.7% | -90.3% |
| All | -66.9% | +223.7% | -290.6% | -90.3% |
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