+510.5%
GWW vs FSLY
-22.7%
+533.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.7% |
| 7D | +3.6% | +4.9% | -1.3% | +3.3% |
| 30D | +12.1% | -33.5% | +45.6% | +13.7% |
| 3M | +12.9% | -44.6% | +57.5% | +15.0% |
| 6M | +19.3% | -9.2% | +28.5% | +18.6% |
| YTD | +48.7% | +63.3% | -14.5% | +39.2% |
| 1Y | +60.5% | +45.3% | +15.2% | +51.3% |
| 3Y | +93.3% | +3.7% | +89.5% | +79.2% |
| 5Y | +219.0% | -67.2% | +286.1% | +201.5% |
| All | +510.5% | -22.7% | +533.2% | +348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling