+11.1%
WBD vs FSLY
+21.0%
-9.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +36.7% | -22.9% | +9.1% |
| 7D | +13.8% | +36.7% | -22.9% | +9.1% |
| 30D | +13.8% | +36.7% | -22.9% | +9.1% |
| 3M | +13.8% | +36.7% | -22.9% | +9.1% |
| 6M | +13.3% | -22.4% | +35.6% | +13.5% |
| YTD | +7.4% | +155.5% | -148.1% | -11.8% |
| 1Y | +63.0% | +194.6% | -131.6% | +28.8% |
| 3Y | +206.7% | +65.0% | +141.7% | +146.0% |
| 5Y | +18.4% | -31.6% | +49.9% | -7.0% |
| All | +11.1% | +21.0% | -9.9% | -26.8% |
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