-5.3%
FSLY vs WING
+56.5%
-61.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.6% | +5.3% |
| 7D | +11.2% | -2.3% | +13.4% | +12.0% |
| 30D | -18.2% | -5.6% | -12.5% | -17.3% |
| 3M | +21.9% | -22.9% | +44.8% | +30.6% |
| 6M | +4.0% | -50.4% | +54.5% | +28.5% |
| YTD | +123.1% | -53.3% | +176.4% | +168.1% |
| 1Y | +196.9% | -61.2% | +258.1% | +281.5% |
| 3Y | -1.3% | -30.1% | +28.8% | -25.6% |
| 5Y | -50.2% | -35.0% | -15.2% | -64.0% |
| All | -5.3% | +56.5% | -61.8% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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