+145.1%
SHW vs FSLY
-4.2%
+149.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | -3.2% | -10.6% | +7.4% | -2.5% |
| 30D | -9.5% | -20.9% | +11.4% | -8.4% |
| 3M | +11.5% | +3.4% | +8.0% | +10.4% |
| 6M | -3.5% | +2.7% | -6.3% | -6.4% |
| YTD | +3.7% | +102.3% | -98.5% | -6.5% |
| 1Y | -7.9% | +182.1% | -190.0% | -20.2% |
| 3Y | +24.7% | -14.6% | +39.3% | +14.8% |
| 5Y | +13.6% | -55.9% | +69.5% | +2.7% |
| All | +145.1% | -4.2% | +149.3% | +73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling