-6.9%
WDAY vs FSLY
-4.2%
-2.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.0% |
| 7D | -4.4% | -10.6% | +6.3% | -2.8% |
| 30D | +14.7% | -20.9% | +35.6% | +17.8% |
| 3M | +32.4% | +3.4% | +29.0% | +30.2% |
| 6M | +36.9% | +2.7% | +34.1% | +28.0% |
| YTD | -8.8% | +102.3% | -111.1% | -26.9% |
| 1Y | -15.3% | +182.1% | -197.3% | -37.5% |
| 3Y | -21.2% | -14.6% | -6.6% | -33.5% |
| 5Y | -29.5% | -55.9% | +26.4% | -41.0% |
| All | -6.9% | -4.2% | -2.7% | -40.2% |
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