+93.3%
GWW vs FSLY
+2.5%
+90.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.9% |
| 7D | +3.6% | +4.9% | -1.3% | +3.5% |
| 30D | +12.1% | -33.5% | +45.6% | +12.4% |
| 3M | +12.9% | -44.6% | +57.5% | +13.2% |
| 6M | +19.3% | -9.2% | +28.5% | +19.4% |
| YTD | +48.7% | +63.3% | -14.5% | +46.6% |
| 1Y | +60.5% | +45.3% | +15.2% | +59.1% |
| 3Y | +93.3% | +3.7% | +89.5% | +87.6% |
| All | +93.3% | +2.5% | +90.7% | +87.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling