-5.3%
FSLY vs WU
-42.2%
+36.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +7.5% | -5.0% | +12.5% | +9.8% |
| 30D | -21.1% | -2.3% | -18.8% | -20.4% |
| 3M | +21.8% | -3.2% | +25.0% | +20.6% |
| 6M | -0.1% | -25.0% | +24.9% | +11.3% |
| YTD | +123.1% | -21.7% | +144.7% | +141.7% |
| 1Y | +208.6% | -9.0% | +217.5% | +208.2% |
| 3Y | -1.3% | -28.9% | +27.6% | +9.5% |
| 5Y | -48.4% | -51.0% | +2.7% | -34.7% |
| All | -5.3% | -42.2% | +36.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling