-66.5%
FSLY vs WST
+1.0%
-67.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.6% | -4.0% |
| 7D | +4.9% | +4.2% | +0.6% | +2.4% |
| 30D | -33.5% | +11.2% | -44.7% | -36.9% |
| 3M | -44.6% | +20.4% | -65.0% | -49.8% |
| 6M | -9.2% | +37.9% | -47.1% | -24.6% |
| YTD | +63.3% | +51.8% | +11.5% | +25.5% |
| 1Y | +45.3% | +56.6% | -11.3% | +9.4% |
| 3Y | +3.7% | +24.2% | -20.5% | -17.6% |
| All | -66.5% | +1.0% | -67.5% | -71.9% |
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