+96.6%
WAT vs FSLY
-4.2%
+100.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -1.3% | -10.6% | +9.4% | -0.5% |
| 30D | +2.3% | -20.9% | +23.2% | +3.6% |
| 3M | +8.7% | +3.4% | +5.3% | +7.9% |
| 6M | +28.3% | +2.7% | +25.6% | +25.1% |
| YTD | +7.8% | +102.3% | -94.5% | -1.7% |
| 1Y | +36.6% | +182.1% | -145.5% | +20.1% |
| 3Y | +45.7% | -14.6% | +60.2% | +34.9% |
| 5Y | -3.3% | -55.9% | +52.6% | -12.4% |
| All | +96.6% | -4.2% | +100.9% | +47.5% |
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