-3.5%
FSLY vs WY
+18.3%
-21.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +12.5% | -4.2% | +16.7% | +15.0% |
| 30D | -18.8% | -10.1% | -8.7% | -14.5% |
| 3M | +22.7% | -8.5% | +31.2% | +27.0% |
| 6M | -3.7% | -3.3% | -0.4% | -3.7% |
| YTD | +127.5% | -4.4% | +131.9% | +124.8% |
| 1Y | +193.5% | -11.5% | +205.0% | +203.1% |
| 3Y | -1.3% | -24.3% | +23.0% | +11.4% |
| 5Y | -47.3% | -21.3% | -26.0% | -38.5% |
| All | -3.5% | +18.3% | -21.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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