-5.3%
FSLY vs FWONK
+161.1%
-166.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.7% |
| 7D | +7.5% | -1.5% | +9.1% | +8.4% |
| 30D | -21.1% | -6.8% | -14.3% | -18.3% |
| 3M | +21.8% | +7.7% | +14.1% | +16.0% |
| 6M | -0.1% | +11.0% | -11.1% | -9.0% |
| YTD | +123.1% | -3.1% | +126.2% | +119.5% |
| 1Y | +208.6% | -3.5% | +212.0% | +204.0% |
| 3Y | -1.3% | +44.6% | -45.9% | -23.8% |
| 5Y | -48.4% | +98.3% | -146.6% | -65.0% |
| All | -5.3% | +161.1% | -166.5% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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