+164.3%
FSLY vs WCC
+24.5%
+139.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.9% | +9.8% | +4.2% |
| 7D | -22.2% | -8.8% | -13.4% | -19.1% |
| 30D | -19.1% | -16.0% | -3.1% | -12.9% |
| 3M | -15.7% | -15.2% | -0.5% | -9.9% |
| 6M | -23.5% | -8.4% | -15.1% | -19.3% |
| YTD | +106.6% | +30.1% | +76.5% | +88.7% |
| 1Y | +164.3% | +26.4% | +137.8% | +139.1% |
| All | +164.3% | +24.5% | +139.8% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling