-30.7%
FSLY vs WSM
+1,006.0%
-1,036.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -4.0% |
| 7D | +4.9% | 0.0% | +4.9% | +4.8% |
| 30D | -33.5% | +5.1% | -38.6% | -35.1% |
| 3M | -44.6% | +5.1% | -49.7% | -46.0% |
| 6M | -9.2% | +48.6% | -57.8% | -25.4% |
| YTD | +63.3% | +44.2% | +19.1% | +35.1% |
| 1Y | +45.3% | +38.1% | +7.2% | +22.3% |
| 3Y | +3.7% | +257.2% | -253.5% | -52.0% |
| 5Y | -67.2% | +165.1% | -232.3% | -83.2% |
| All | -30.7% | +1,006.0% | -1,036.7% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling