+244.1%
FSLY vs WETO
-99.4%
+343.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +2.0% |
| 7D | +12.5% | -4.3% | +16.8% | +12.5% |
| 30D | -18.8% | -39.9% | +21.1% | -18.6% |
| 3M | +22.7% | -97.9% | +120.6% | +18.8% |
| 6M | -3.7% | -95.0% | +91.3% | -5.2% |
| YTD | +127.5% | -97.2% | +224.7% | +126.5% |
| 1Y | +193.5% | -98.9% | +292.4% | +199.7% |
| All | +244.1% | -99.4% | +343.5% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling