-28.3%
FSLY vs WAB
+365.0%
-393.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | +11.8% | +7.9% | +3.9% | +7.1% |
| 30D | -36.5% | +4.9% | -41.4% | -37.7% |
| 3M | -39.7% | +1.8% | -41.5% | -39.6% |
| 6M | -9.7% | +12.0% | -21.6% | -14.6% |
| YTD | +68.9% | +41.3% | +27.6% | +40.9% |
| 1Y | +44.5% | +43.8% | +0.6% | +19.4% |
| 3Y | +4.8% | +171.1% | -166.3% | -36.2% |
| 5Y | -66.0% | +217.7% | -283.8% | -80.5% |
| All | -28.3% | +365.0% | -393.3% | -63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling