-5.3%
FSLY vs WCN
+77.2%
-82.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +7.5% | -4.4% | +11.9% | +9.5% |
| 30D | -21.1% | -4.4% | -16.6% | -19.7% |
| 3M | +21.8% | +0.5% | +21.3% | +20.3% |
| 6M | -0.1% | -3.3% | +3.1% | -0.4% |
| YTD | +123.1% | -8.5% | +131.6% | +125.2% |
| 1Y | +208.6% | -8.9% | +217.5% | +210.9% |
| 3Y | -1.3% | +18.0% | -19.3% | -22.9% |
| 5Y | -48.4% | +25.0% | -73.4% | -62.4% |
| All | -5.3% | +77.2% | -82.5% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling