-3.2%
FSLY vs WPM
+273.6%
-276.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.6% |
| 7D | +11.2% | +3.9% | +7.3% | +10.9% |
| 30D | -18.2% | +17.7% | -35.8% | -18.7% |
| 3M | +21.9% | +39.4% | -17.5% | +19.3% |
| 6M | +4.0% | +6.4% | -2.4% | +2.3% |
| YTD | +123.1% | +34.0% | +89.1% | +111.0% |
| 1Y | +196.9% | +50.5% | +146.4% | +174.2% |
| All | -3.2% | +273.6% | -276.8% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling