-55.6%
FSLY vs WST
-25.7%
-29.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | -10.6% | +0.7% | -11.4% | -11.0% |
| 30D | -20.9% | -3.1% | -17.8% | -19.6% |
| 3M | +3.4% | +7.2% | -3.8% | -1.4% |
| 6M | +2.7% | +36.8% | -34.1% | -16.9% |
| YTD | +102.3% | +23.8% | +78.4% | +72.9% |
| 1Y | +182.1% | +37.8% | +144.3% | +121.7% |
| 3Y | -14.6% | -15.9% | +1.3% | -11.4% |
| All | -55.6% | -25.7% | -29.9% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling