-6.6%
FSLY vs WWD
+164.2%
-170.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.0% | +6.4% | +5.1% |
| 7D | +3.5% | +0.8% | +2.7% | +3.1% |
| 30D | -6.4% | -6.4% | 0.0% | -4.0% |
| 3M | +10.9% | -5.6% | +16.5% | +11.2% |
| 6M | +6.7% | -9.1% | +15.8% | +9.1% |
| YTD | +111.1% | +12.5% | +98.6% | +94.0% |
| 1Y | +185.8% | +41.3% | +144.4% | +133.6% |
| 3Y | -6.6% | +170.2% | -176.8% | -47.8% |
| All | -6.6% | +164.2% | -170.7% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling