+817.7%
WDC vs FSLY
-22.7%
+840.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.3% | -1.7% | -4.5% |
| 7D | +12.1% | +4.9% | +7.2% | +11.3% |
| 30D | -18.8% | -33.5% | +14.7% | -13.2% |
| 3M | -39.3% | -44.6% | +5.3% | -33.9% |
| 6M | -40.1% | -9.2% | -30.9% | -39.8% |
| YTD | +71.8% | +63.3% | +8.5% | +47.5% |
| 1Y | +88.5% | +45.3% | +43.2% | +64.4% |
| 3Y | +770.0% | +3.7% | +766.2% | +635.8% |
| 5Y | +549.0% | -67.2% | +616.2% | +486.8% |
| All | +817.7% | -22.7% | +840.4% | +470.9% |
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 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