-9.4%
WDAY vs FSLY
-20.0%
+10.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.8% | +11.8% | -16.5% | -6.3% |
| 30D | +2.5% | -36.5% | +39.0% | +8.1% |
| 3M | +8.8% | -39.7% | +48.5% | +14.2% |
| 6M | +60.7% | -9.7% | +70.4% | +57.2% |
| YTD | -11.2% | +68.9% | -80.1% | -28.5% |
| 1Y | -15.6% | +44.5% | -60.1% | -30.2% |
| 3Y | -17.1% | +4.8% | -21.9% | -34.7% |
| 5Y | -35.7% | -66.0% | +30.3% | -45.0% |
| All | -9.4% | -20.0% | +10.7% | -41.5% |
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