-6.6%
FSLY vs WU
-27.2%
+20.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +5.4% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | -6.4% | -1.1% | -5.3% | -6.1% |
| 3M | +10.9% | -1.8% | +12.7% | +8.3% |
| 6M | +6.7% | -23.9% | +30.6% | +18.8% |
| YTD | +111.1% | -20.4% | +131.5% | +127.1% |
| 1Y | +185.8% | -10.6% | +196.3% | +184.0% |
| 3Y | -6.6% | -27.7% | +21.2% | -3.7% |
| All | -6.6% | -27.2% | +20.7% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling