-14.2%
FSLY vs WAB
+337.7%
-351.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.9% |
| 7D | -10.6% | -3.2% | -7.4% | -9.0% |
| 30D | -20.9% | -4.4% | -16.5% | -18.6% |
| 3M | +3.4% | +7.9% | -4.4% | -1.3% |
| 6M | +2.7% | +8.7% | -6.0% | -2.0% |
| YTD | +102.3% | +33.0% | +69.3% | +72.8% |
| 1Y | +182.1% | +46.7% | +135.4% | +128.4% |
| 3Y | -14.6% | +153.0% | -167.6% | -46.4% |
| 5Y | -55.9% | +222.3% | -278.2% | -74.6% |
| All | -14.2% | +337.7% | -351.8% | -55.6% |
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