-3.2%
FSLY vs WCC
+129.2%
-132.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.3% |
| 7D | +11.2% | +6.8% | +4.4% | +7.4% |
| 30D | -18.2% | -3.0% | -15.2% | -16.6% |
| 3M | +21.9% | +0.2% | +21.7% | +21.0% |
| 6M | +4.0% | +33.2% | -29.1% | -10.4% |
| YTD | +123.1% | +45.8% | +77.3% | +80.2% |
| 1Y | +196.9% | +68.4% | +128.5% | +119.8% |
| All | -3.2% | +129.2% | -132.5% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling