+182.1%
FSLY vs WSM
+19.9%
+162.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | -10.6% | -3.3% | -7.4% | -10.2% |
| 30D | -20.9% | -8.4% | -12.5% | -20.1% |
| 3M | +3.4% | +9.7% | -6.2% | +2.6% |
| 6M | +2.7% | +16.7% | -13.9% | -1.5% |
| YTD | +102.3% | +28.7% | +73.6% | +92.5% |
| 1Y | +182.1% | +13.7% | +168.4% | +174.6% |
| All | +182.1% | +19.9% | +162.2% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling