-17.9%
WDAY vs FSLY
-1.2%
-16.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | -4.6% | -22.9% | +18.4% | -3.3% |
| 30D | +1.2% | -44.6% | +45.8% | +4.4% |
| 3M | +2.6% | -41.5% | +44.0% | +5.0% |
| 6M | +47.8% | -20.8% | +68.6% | +47.9% |
| YTD | -12.1% | +59.5% | -71.6% | -19.7% |
| 1Y | -17.1% | +36.1% | -53.3% | -23.2% |
| 3Y | -17.9% | -1.0% | -16.9% | -29.9% |
| All | -17.9% | -1.2% | -16.7% | -29.9% |
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