+420.3%
GWW vs FSLY
+5.6%
+414.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.1% | +7.5% | -10.7% | -3.5% |
| 30D | -2.3% | -21.1% | +18.8% | -1.5% |
| 3M | -3.3% | +21.8% | -25.1% | -4.5% |
| 6M | +15.4% | -0.1% | +15.5% | +13.2% |
| YTD | +26.7% | +123.1% | -96.3% | +17.7% |
| 1Y | +29.0% | +208.6% | -179.6% | +16.2% |
| 3Y | +89.0% | -1.3% | +90.2% | +77.8% |
| 5Y | +221.8% | -48.4% | +270.1% | +198.7% |
| All | +420.3% | +5.6% | +414.7% | +279.4% |
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