-4.3%
FSLY vs WST
+19.1%
-23.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.3% |
| 7D | -31.4% | -3.1% | -28.3% | -30.1% |
| 30D | -37.3% | +9.1% | -46.4% | -39.1% |
| 3M | -30.1% | +14.7% | -44.8% | -33.5% |
| 6M | -49.8% | +28.0% | -77.8% | -54.9% |
| YTD | +55.7% | +45.6% | +10.0% | +31.6% |
| 1Y | +44.5% | +45.7% | -1.2% | +22.0% |
| 3Y | -4.3% | +21.1% | -25.4% | -9.1% |
| All | -4.3% | +19.1% | -23.4% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling