+386.0%
WDC vs FSLY
+196.5%
+189.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +4.4% | +7.5% | -3.1% | +3.5% |
| 30D | +5.3% | -21.1% | +26.4% | +8.1% |
| 3M | -5.9% | +21.8% | -27.7% | -7.8% |
| 6M | +73.2% | -0.1% | +73.4% | +70.6% |
| YTD | +167.8% | +123.1% | +44.8% | +146.6% |
| 1Y | +386.0% | +208.6% | +177.4% | +317.1% |
| All | +386.0% | +196.5% | +189.5% | +317.1% |
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