+164.3%
FSLY vs WTW
+8.6%
+155.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.1% | +0.1% |
| 7D | -22.2% | +4.9% | -27.1% | -21.8% |
| 30D | -19.1% | +17.1% | -36.2% | -18.7% |
| 3M | -15.7% | -0.3% | -15.4% | -15.1% |
| 6M | -23.5% | +30.7% | -54.1% | -24.8% |
| YTD | +106.6% | +3.7% | +102.9% | +110.6% |
| 1Y | +164.3% | +5.9% | +158.4% | +175.0% |
| All | +164.3% | +8.6% | +155.7% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 1y: compounded portfolio wealth divided by compounded WTW 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…
1y analysis · Full analysis span regression · 6 months rolling