-30.7%
FSLY vs WCN
+116.0%
-146.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.9% | +2.6% | +2.3% | +4.0% |
| 30D | -33.5% | +23.9% | -57.5% | -39.1% |
| 3M | -44.6% | +17.4% | -62.1% | -48.3% |
| 6M | -9.2% | +28.0% | -37.2% | -19.4% |
| YTD | +63.3% | +11.6% | +51.7% | +51.7% |
| 1Y | +45.3% | +16.9% | +28.4% | +30.3% |
| 3Y | +3.7% | +51.6% | -47.9% | -28.4% |
| 5Y | -67.2% | +48.0% | -115.1% | -77.3% |
| All | -30.7% | +116.0% | -146.7% | -66.9% |
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