-28.3%
FSLY vs WU
-42.3%
+13.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +11.8% | -5.3% | +17.0% | +13.9% |
| 30D | -36.5% | +9.0% | -45.6% | -39.7% |
| 3M | -39.7% | -3.6% | -36.2% | -40.0% |
| 6M | -9.7% | -19.4% | +9.7% | -4.4% |
| YTD | +68.9% | -21.7% | +90.6% | +79.5% |
| 1Y | +44.5% | -16.1% | +60.6% | +47.7% |
| 3Y | +4.8% | -24.1% | +28.9% | +11.0% |
| 5Y | -66.0% | -44.1% | -21.9% | -59.1% |
| All | -28.3% | -42.3% | +13.9% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling