-11.6%
WDAY vs FSLY
+5.6%
-17.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -1.0% |
| 7D | -7.4% | +11.2% | -18.5% | -8.9% |
| 30D | +1.0% | -18.2% | +19.2% | +3.6% |
| 3M | +32.7% | +21.9% | +10.8% | +27.3% |
| 6M | +25.6% | +4.0% | +21.6% | +17.4% |
| YTD | -13.4% | +123.1% | -136.5% | -31.6% |
| 1Y | -19.4% | +196.9% | -216.2% | -40.8% |
| 3Y | -25.8% | -1.3% | -24.5% | -38.9% |
| 5Y | -31.1% | -50.2% | +19.1% | -43.4% |
| All | -11.6% | +5.6% | -17.2% | -44.0% |
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 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