+193.5%
FSLY vs WSM
+12.7%
+180.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +12.5% | -0.5% | +13.0% | +12.6% |
| 30D | -18.8% | -7.7% | -11.1% | -18.0% |
| 3M | +22.7% | +3.8% | +18.9% | +22.4% |
| 6M | -3.7% | +22.7% | -26.4% | -6.4% |
| YTD | +127.5% | +28.0% | +99.5% | +117.0% |
| 1Y | +193.5% | +12.7% | +180.8% | +187.0% |
| All | +193.5% | +12.7% | +180.8% | +187.0% |
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