+1,288.1%
WDC vs FSLY
+7.7%
+1,280.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.3% |
| 7D | -4.3% | +12.5% | -16.8% | -6.1% |
| 30D | -1.5% | -18.8% | +17.3% | +1.4% |
| 3M | -15.5% | +22.7% | -38.2% | -18.7% |
| 6M | +66.5% | -3.7% | +70.2% | +60.7% |
| YTD | +159.9% | +127.5% | +32.4% | +112.7% |
| 1Y | +366.0% | +193.5% | +172.4% | +260.7% |
| 3Y | +1,285.8% | -1.3% | +1,287.1% | +1,080.4% |
| 5Y | +925.6% | -47.3% | +972.9% | +760.8% |
| All | +1,288.1% | +7.7% | +1,280.4% | +722.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling