-14.2%
FSLY vs WCC
+604.5%
-618.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.4% | -3.9% |
| 7D | -10.6% | +4.5% | -15.1% | -12.0% |
| 30D | -20.9% | -5.8% | -15.1% | -18.9% |
| 3M | +3.4% | -3.7% | +7.1% | +4.5% |
| 6M | +2.7% | +23.1% | -20.3% | -4.8% |
| YTD | +102.3% | +44.2% | +58.1% | +76.0% |
| 1Y | +182.1% | +62.1% | +120.0% | +134.5% |
| 3Y | -14.6% | +121.1% | -135.7% | -37.8% |
| 5Y | -55.9% | +214.0% | -269.9% | -71.3% |
| All | -14.2% | +604.5% | -618.7% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling