-5.3%
FSLY vs WPM
+729.5%
-734.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.8% |
| 7D | +7.5% | -3.6% | +11.1% | +8.4% |
| 30D | -21.1% | +12.5% | -33.6% | -23.4% |
| 3M | +21.8% | +40.6% | -18.8% | +11.3% |
| 6M | -0.1% | +0.5% | -0.7% | -1.7% |
| YTD | +123.1% | +29.0% | +94.0% | +101.5% |
| 1Y | +208.6% | +43.8% | +164.8% | +167.6% |
| 3Y | -1.3% | +266.3% | -267.5% | -39.3% |
| 5Y | -48.4% | +255.1% | -303.5% | -68.9% |
| All | -5.3% | +729.5% | -734.8% | -33.6% |
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