+128.4%
WAT vs FSLY
-24.5%
+152.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.4% |
| 7D | +3.4% | -22.9% | +26.3% | +5.0% |
| 30D | +9.6% | -44.6% | +54.2% | +13.5% |
| 3M | +15.5% | -41.5% | +57.0% | +18.5% |
| 6M | +33.9% | -20.8% | +54.7% | +34.0% |
| YTD | +25.2% | +59.5% | -34.3% | +15.0% |
| 1Y | +26.3% | +36.1% | -9.9% | +17.4% |
| 3Y | +85.8% | -1.0% | +86.8% | +68.9% |
| 5Y | +35.3% | -66.9% | +102.2% | +24.0% |
| All | +128.4% | -24.5% | +152.9% | +72.7% |
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