+164.3%
FSLY vs WPM
+38.8%
+125.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.0% | -12.2% | +0.1% |
| 7D | -22.2% | +3.9% | -26.1% | -22.1% |
| 30D | -19.1% | -3.5% | -15.6% | -19.3% |
| 3M | -15.7% | +14.1% | -29.8% | -14.9% |
| 6M | -23.5% | +6.2% | -29.7% | -22.0% |
| YTD | +106.6% | +12.4% | +94.2% | +98.1% |
| 1Y | +164.3% | +40.0% | +124.3% | +144.4% |
| All | +164.3% | +38.8% | +125.5% | +144.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 1y: compounded portfolio wealth divided by compounded WPM 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…
1y analysis · Full analysis span regression · 6 months rolling