-3.5%
FSLY vs WSM
+881.9%
-885.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.5% |
| 7D | +12.5% | -0.5% | +13.0% | +12.7% |
| 30D | -18.8% | -7.7% | -11.1% | -15.7% |
| 3M | +22.7% | +3.8% | +18.9% | +20.1% |
| 6M | -3.7% | +22.7% | -26.4% | -12.7% |
| YTD | +127.5% | +28.0% | +99.5% | +99.5% |
| 1Y | +193.5% | +12.7% | +180.8% | +171.0% |
| 3Y | -1.3% | +231.3% | -232.6% | -52.9% |
| 5Y | -47.3% | +177.2% | -224.5% | -73.0% |
| All | -3.5% | +881.9% | -885.4% | -70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling