-15.3%
WDAY vs FSLY
+181.7%
-197.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.3% |
| 7D | -4.4% | -10.6% | +6.3% | -4.1% |
| 30D | +14.7% | -20.9% | +35.6% | +15.3% |
| 3M | +32.4% | +3.4% | +29.0% | +32.3% |
| 6M | +36.9% | +2.7% | +34.1% | +35.1% |
| YTD | -8.8% | +102.3% | -111.1% | -11.9% |
| 1Y | -15.3% | +182.1% | -197.3% | -18.8% |
| All | -15.3% | +181.7% | -197.0% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling