+0.6%
WBD vs FSLY
+7.7%
-7.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.8% |
| 7D | -0.7% | +12.5% | -13.2% | -2.2% |
| 30D | +1.4% | -18.8% | +20.2% | +3.5% |
| 3M | +4.4% | +22.7% | -18.3% | +0.7% |
| 6M | +0.8% | -3.7% | +4.5% | -3.5% |
| YTD | -2.7% | +127.5% | -130.2% | -19.8% |
| 1Y | +73.4% | +193.5% | -120.1% | +34.9% |
| 3Y | +142.1% | -1.3% | +143.5% | +104.6% |
| 5Y | +7.2% | -47.3% | +54.6% | -15.0% |
| All | +0.6% | +7.7% | -7.1% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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