-69.7%
FSLY vs WST
-0.1%
-69.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.0% |
| 7D | -31.4% | -3.1% | -28.3% | -29.6% |
| 30D | -37.3% | +9.1% | -46.4% | -39.8% |
| 3M | -30.1% | +14.7% | -44.8% | -34.9% |
| 6M | -49.8% | +28.0% | -77.8% | -56.9% |
| YTD | +55.7% | +45.6% | +10.0% | +22.6% |
| 1Y | +44.5% | +45.7% | -1.2% | +13.5% |
| 3Y | -4.3% | +21.1% | -25.4% | -23.4% |
| All | -69.7% | -0.1% | -69.6% | -74.5% |
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