-5.3%
FSLY vs WCC
+589.5%
-594.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.2% |
| 7D | +7.5% | +1.7% | +5.9% | +6.8% |
| 30D | -21.1% | -6.1% | -15.0% | -19.1% |
| 3M | +21.8% | +3.1% | +18.7% | +20.1% |
| 6M | -0.1% | +28.2% | -28.4% | -8.8% |
| YTD | +123.1% | +41.1% | +82.0% | +95.5% |
| 1Y | +208.6% | +61.3% | +147.3% | +157.0% |
| 3Y | -1.3% | +123.6% | -124.9% | -28.3% |
| 5Y | -48.4% | +214.8% | -263.1% | -66.3% |
| All | -5.3% | +589.5% | -594.9% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling