+7.7%
FSLY vs WWD
+154.7%
-147.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.0% | +5.8% |
| 7D | -17.9% | +3.7% | -21.7% | -18.5% |
| 30D | -34.7% | +1.8% | -36.5% | -34.8% |
| 3M | -40.0% | -5.0% | -35.1% | -38.6% |
| 6M | -11.8% | -8.4% | -3.5% | -10.1% |
| YTD | +69.5% | +12.3% | +57.3% | +58.4% |
| 1Y | +44.0% | +26.2% | +17.7% | +27.3% |
| All | +7.7% | +154.7% | -147.0% | -12.7% |
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