-28.1%
FSLY vs WCC
+556.9%
-585.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.0% | +5.0% |
| 7D | -17.9% | +3.3% | -21.3% | -18.2% |
| 30D | -34.7% | -9.4% | -25.3% | -31.7% |
| 3M | -40.0% | -10.5% | -29.5% | -36.9% |
| 6M | -11.8% | -10.4% | -1.4% | -7.9% |
| YTD | +69.5% | +34.4% | +35.1% | +52.4% |
| 1Y | +44.0% | +27.7% | +16.3% | +31.6% |
| 3Y | +5.2% | +137.9% | -132.7% | -24.3% |
| 5Y | -65.6% | +147.0% | -212.6% | -76.2% |
| All | -28.1% | +556.9% | -585.0% | -56.7% |
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