-11.8%
FSLY vs WCC
-8.7%
-3.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.3% | +3.0% | +3.9% |
| 7D | -17.9% | +3.3% | -21.3% | -18.4% |
| 30D | -34.7% | -9.4% | -25.3% | -30.1% |
| 3M | -40.0% | -10.5% | -29.5% | -35.8% |
| 6M | -11.8% | -10.4% | -1.4% | -4.6% |
| All | -11.8% | -8.7% | -3.1% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling