+237.4%
FSLY vs WETO
-99.4%
+336.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | 0.0% |
| 7D | +7.5% | -19.9% | +27.4% | +7.4% |
| 30D | -21.1% | -42.7% | +21.6% | -20.9% |
| 3M | +21.8% | -97.7% | +119.5% | +18.0% |
| 6M | -0.1% | -94.4% | +94.3% | -1.7% |
| YTD | +123.1% | -97.0% | +220.1% | +122.1% |
| 1Y | +208.6% | -98.9% | +307.4% | +215.2% |
| All | +237.4% | -99.4% | +336.8% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling