+3.7%
FSLY vs WST
+24.3%
-20.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.6% | -3.8% |
| 7D | +4.9% | +4.2% | +0.6% | +3.0% |
| 30D | -33.5% | +11.2% | -44.7% | -35.9% |
| 3M | -44.6% | +20.4% | -65.0% | -48.3% |
| 6M | -9.2% | +37.9% | -47.1% | -20.3% |
| YTD | +63.3% | +51.8% | +11.5% | +35.5% |
| 1Y | +45.3% | +56.6% | -11.3% | +18.8% |
| 3Y | +3.7% | +24.2% | -20.5% | -6.7% |
| All | +3.7% | +24.3% | -20.6% | -6.7% |
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