-3.2%
FSLY vs WTW
+61.8%
-65.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +7.5% | -7.8% | +15.3% | +8.5% |
| 30D | -21.1% | -7.9% | -13.2% | -20.4% |
| 3M | +21.8% | +19.9% | +1.8% | +17.4% |
| 6M | -0.1% | +9.8% | -9.9% | -1.4% |
| YTD | +123.1% | -3.3% | +126.4% | +123.3% |
| 1Y | +208.6% | -3.3% | +211.9% | +208.3% |
| All | -3.2% | +61.8% | -65.0% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling