-5.1%
WAT vs FSLY
-54.2%
+49.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.0% | -1.9% |
| 7D | -0.7% | +3.5% | -4.2% | -1.0% |
| 30D | -1.0% | -6.4% | +5.4% | -0.8% |
| 3M | +10.9% | +10.9% | 0.0% | +9.3% |
| 6M | +33.2% | +6.7% | +26.5% | +28.8% |
| YTD | +6.1% | +111.1% | -105.0% | -5.2% |
| 1Y | +30.2% | +185.8% | -155.5% | +11.4% |
| 3Y | +52.9% | -6.6% | +59.4% | +39.0% |
| 5Y | -5.1% | -52.4% | +47.3% | -17.2% |
| All | -5.1% | -54.2% | +49.1% | -17.2% |
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 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