+2.7%
FSLY vs WPM
+0.4%
+2.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.5% | -2.3% |
| 7D | -10.6% | +1.1% | -11.7% | -10.8% |
| 30D | -20.9% | +26.4% | -47.3% | -23.8% |
| 3M | +3.4% | +20.8% | -17.4% | +1.4% |
| 6M | +2.7% | +1.1% | +1.6% | +7.3% |
| All | +2.7% | +0.4% | +2.3% | +7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling