-3.2%
FSLY vs WSM
+232.0%
-235.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.7% |
| 7D | +11.2% | +2.6% | +8.5% | +10.3% |
| 30D | -18.2% | -9.3% | -8.9% | -15.8% |
| 3M | +21.9% | +7.1% | +14.8% | +19.2% |
| 6M | +4.0% | +21.7% | -17.7% | -2.1% |
| YTD | +123.1% | +28.7% | +94.3% | +104.3% |
| 1Y | +196.9% | +13.9% | +183.0% | +181.1% |
| All | -3.2% | +232.0% | -235.2% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling