+222.6%
GWW vs FSLY
-49.3%
+272.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.0% |
| 7D | -0.5% | +11.2% | -11.6% | -0.9% |
| 30D | -1.4% | -18.2% | +16.7% | -0.8% |
| 3M | -3.6% | +21.9% | -25.5% | -4.6% |
| 6M | +15.1% | +4.0% | +11.1% | +12.9% |
| YTD | +27.5% | +123.1% | -95.6% | +19.4% |
| 1Y | +29.6% | +196.9% | -167.3% | +17.6% |
| 3Y | +90.1% | -1.3% | +91.3% | +80.8% |
| 5Y | +222.6% | -50.2% | +272.8% | +196.1% |
| All | +222.6% | -49.3% | +272.0% | +196.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling