-5.3%
FSLY vs WTW
+95.6%
-100.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.6% | +9.2% | +7.6% |
| 7D | +11.2% | -7.1% | +18.3% | +15.4% |
| 30D | -18.2% | -8.5% | -9.6% | -14.7% |
| 3M | +21.9% | +20.6% | +1.3% | +8.0% |
| 6M | +4.0% | +7.2% | -3.2% | -2.5% |
| YTD | +123.1% | -3.9% | +126.9% | +119.9% |
| 1Y | +196.9% | -3.6% | +200.5% | +190.6% |
| 3Y | -1.3% | +60.7% | -61.9% | -34.7% |
| 5Y | -50.2% | +42.2% | -92.4% | -63.7% |
| All | -5.3% | +95.6% | -100.9% | -47.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling