+417.4%
WDC vs FSLY
+181.7%
+235.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +6.2% |
| 7D | +1.7% | -10.6% | +12.4% | +3.0% |
| 30D | -10.0% | -20.9% | +10.9% | -7.6% |
| 3M | -18.8% | +3.4% | -22.2% | -18.9% |
| 6M | +79.0% | +2.7% | +76.3% | +76.9% |
| YTD | +171.6% | +102.3% | +69.3% | +153.0% |
| 1Y | +417.4% | +182.1% | +235.3% | +358.0% |
| All | +417.4% | +181.7% | +235.7% | +358.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling