-5.3%
FSLY vs WWD
+220.6%
-226.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +11.2% | +0.6% | +10.5% | +10.9% |
| 30D | -18.2% | -5.1% | -13.1% | -16.6% |
| 3M | +21.9% | -11.2% | +33.1% | +25.9% |
| 6M | +4.0% | -12.0% | +16.1% | +8.1% |
| YTD | +123.1% | +12.0% | +111.1% | +110.7% |
| 1Y | +196.9% | +42.8% | +154.1% | +155.9% |
| 3Y | -1.3% | +168.9% | -170.2% | -32.7% |
| 5Y | -50.2% | +192.2% | -242.4% | -67.6% |
| All | -5.3% | +220.6% | -226.0% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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