-14.2%
FSLY vs WPM
+751.4%
-765.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -25.4% |
| 3M | +3.4% | +20.8% | -17.4% | -1.8% |
| 6M | +2.7% | +1.1% | +1.6% | +1.0% |
| YTD | +102.3% | +32.5% | +69.8% | +81.6% |
| 1Y | +182.1% | +51.5% | +130.5% | +141.2% |
| 3Y | -14.6% | +267.0% | -281.6% | -47.3% |
| 5Y | -55.9% | +250.1% | -306.0% | -73.2% |
| All | -14.2% | +751.4% | -765.6% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling