+193.5%
FSLY vs WTW
-3.2%
+196.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +12.5% | -5.7% | +18.2% | +12.3% |
| 30D | -18.8% | -7.3% | -11.6% | -18.9% |
| 3M | +22.7% | +21.5% | +1.2% | +20.8% |
| 6M | -3.7% | +9.6% | -13.3% | -1.7% |
| YTD | +127.5% | -3.3% | +130.8% | +126.2% |
| 1Y | +193.5% | -6.1% | +199.7% | +188.1% |
| All | +193.5% | -3.2% | +196.7% | +188.1% |
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