-30.7%
FSLY vs WPM
+622.2%
-652.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.1% | -3.3% |
| 7D | +4.9% | -3.6% | +8.4% | +5.6% |
| 30D | -33.5% | +1.4% | -35.0% | -33.9% |
| 3M | -44.6% | -0.2% | -44.5% | -45.2% |
| 6M | -9.2% | -7.3% | -1.9% | -9.0% |
| YTD | +63.3% | +12.3% | +50.9% | +51.0% |
| 1Y | +45.3% | +24.9% | +20.4% | +29.7% |
| 3Y | +3.7% | +210.4% | -206.6% | -33.8% |
| 5Y | -67.2% | +210.4% | -277.5% | -79.7% |
| All | -30.7% | +622.2% | -652.9% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling