-9.2%
FSLY vs WCC
-11.8%
+2.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -2.1% |
| 7D | +4.9% | +9.9% | -5.1% | -2.1% |
| 30D | -33.5% | -8.4% | -25.1% | -29.2% |
| 3M | -44.6% | -10.3% | -34.3% | -40.4% |
| 6M | -9.2% | -10.5% | +1.2% | -2.4% |
| All | -9.2% | -11.8% | +2.6% | -2.4% |
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