-32.3%
FSLY vs WING
+140.0%
-172.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.2% | +5.8% | +3.0% |
| 7D | -22.9% | +5.0% | -27.9% | -24.2% |
| 30D | -44.6% | +38.7% | -83.3% | -51.2% |
| 3M | -41.5% | +44.7% | -86.2% | -50.1% |
| 6M | -20.8% | +31.5% | -52.3% | -31.8% |
| YTD | +59.5% | -28.4% | +87.9% | +61.9% |
| 1Y | +36.1% | -28.2% | +64.3% | +37.2% |
| 3Y | -1.0% | -18.4% | +17.4% | -24.9% |
| 5Y | -66.9% | +5.2% | -72.2% | -80.1% |
| All | -32.3% | +140.0% | -172.3% | -71.6% |
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