-10.4%
FSLY vs WY
+21.7%
-32.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +5.1% |
| 7D | +3.5% | -2.1% | +5.5% | +4.6% |
| 30D | -6.4% | -10.5% | +4.1% | -1.2% |
| 3M | +10.9% | -4.9% | +15.8% | +12.3% |
| 6M | +6.7% | -4.9% | +11.6% | +7.6% |
| YTD | +111.1% | -1.7% | +112.8% | +105.6% |
| 1Y | +185.8% | -9.4% | +195.1% | +191.7% |
| 3Y | -6.6% | -22.3% | +15.7% | +4.1% |
| 5Y | -52.4% | -20.5% | -31.9% | -44.9% |
| All | -10.4% | +21.7% | -32.1% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling