+122.0%
WAT vs FSLY
-20.0%
+142.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +2.0% | +11.8% | -9.8% | +1.2% |
| 30D | +7.7% | -36.5% | +44.2% | +10.6% |
| 3M | +11.1% | -39.7% | +50.8% | +13.7% |
| 6M | +31.2% | -9.7% | +40.9% | +30.1% |
| YTD | +21.7% | +68.9% | -47.2% | +11.3% |
| 1Y | +19.3% | +44.5% | -25.1% | +10.5% |
| 3Y | +80.6% | +4.8% | +75.8% | +63.5% |
| 5Y | +29.5% | -66.0% | +95.6% | +18.4% |
| All | +122.0% | -20.0% | +142.0% | +67.2% |
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