-10.4%
FSLY vs WST
+195.9%
-206.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.8% |
| 7D | +3.5% | -0.3% | +3.7% | +3.6% |
| 30D | -6.4% | -4.6% | -1.8% | -3.9% |
| 3M | +10.9% | +5.7% | +5.2% | +6.1% |
| 6M | +6.7% | +37.6% | -30.9% | -15.5% |
| YTD | +111.1% | +23.0% | +88.1% | +78.7% |
| 1Y | +185.8% | +33.8% | +151.9% | +124.5% |
| 3Y | -6.6% | -13.4% | +6.8% | -8.7% |
| 5Y | -52.4% | -27.0% | -25.4% | -48.6% |
| All | -10.4% | +195.9% | -206.3% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling