-52.4%
FSLY vs WCC
+229.6%
-282.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.1% |
| 7D | +3.5% | +8.5% | -5.0% | -0.8% |
| 30D | -6.4% | -1.0% | -5.4% | -5.5% |
| 3M | +10.9% | +2.1% | +8.8% | +8.9% |
| 6M | +6.7% | +36.8% | -30.1% | -9.7% |
| YTD | +111.1% | +47.7% | +63.4% | +69.0% |
| 1Y | +185.8% | +66.5% | +119.3% | +112.9% |
| 3Y | -6.6% | +134.2% | -140.7% | -45.8% |
| 5Y | -52.4% | +231.6% | -284.0% | -79.1% |
| All | -52.4% | +229.6% | -282.0% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling