-65.6%
FSLY vs WPM
+225.5%
-291.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.0% | +6.4% |
| 7D | -17.9% | +3.1% | -21.0% | -18.4% |
| 30D | -34.7% | -1.8% | -32.9% | -34.6% |
| 3M | -40.0% | +1.0% | -41.0% | -40.6% |
| 6M | -11.8% | -5.4% | -6.4% | -11.9% |
| YTD | +69.5% | +15.9% | +53.7% | +57.1% |
| 1Y | +44.0% | +30.8% | +13.1% | +28.7% |
| 3Y | +5.2% | +222.6% | -217.4% | -32.8% |
| 5Y | -65.6% | +227.4% | -292.9% | -76.7% |
| All | -65.6% | +225.5% | -291.1% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling