-25.7%
WDAY vs FSLY
-7.5%
-18.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.2% | -5.1% |
| 7D | -6.1% | +3.5% | -9.6% | -6.3% |
| 30D | +3.7% | -6.4% | +10.1% | +3.9% |
| 3M | +29.6% | +10.9% | +18.7% | +28.2% |
| 6M | +23.3% | +6.7% | +16.6% | +19.1% |
| YTD | -13.3% | +111.1% | -124.4% | -22.0% |
| 1Y | -19.6% | +185.8% | -205.4% | -31.0% |
| 3Y | -25.7% | -6.6% | -19.1% | -33.6% |
| All | -25.7% | -7.5% | -18.2% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling