+30.8%
WAT vs FSLY
-68.3%
+99.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.8% |
| 7D | -1.1% | -31.4% | +30.3% | +1.4% |
| 30D | +5.0% | -37.3% | +42.3% | +8.0% |
| 3M | +14.5% | -30.1% | +44.6% | +16.1% |
| 6M | +30.9% | -49.8% | +80.7% | +34.5% |
| YTD | +20.5% | +55.7% | -35.2% | +9.3% |
| 1Y | +23.3% | +44.5% | -21.2% | +12.6% |
| 3Y | +81.5% | -4.3% | +85.8% | +62.1% |
| All | +30.8% | -68.3% | +99.1% | +18.8% |
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