+1.4%
WBD vs FSLY
-4.2%
+5.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.1% |
| 7D | -1.8% | -10.6% | +8.8% | -0.5% |
| 30D | +8.8% | -20.9% | +29.7% | +11.0% |
| 3M | +4.6% | +3.4% | +1.2% | +3.0% |
| 6M | +1.1% | +2.7% | -1.7% | -4.2% |
| YTD | -2.0% | +102.3% | -104.2% | -18.0% |
| 1Y | +140.0% | +182.1% | -42.0% | +87.5% |
| 3Y | +144.4% | -14.6% | +158.9% | +110.2% |
| 5Y | -0.2% | -55.9% | +55.7% | -19.6% |
| All | +1.4% | -4.2% | +5.6% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling