-28.1%
FSLY vs WWD
+221.5%
-249.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| YTD | +69.5% | +12.3% | +57.3% | +60.8% |
| 1Y | +44.0% | +26.2% | +17.7% | +30.5% |
| 3Y | +5.2% | +154.6% | -149.3% | -26.6% |
| 5Y | -65.6% | +195.3% | -260.8% | -77.5% |
| All | -28.1% | +221.5% | -249.5% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling