+754.4%
WDC vs FSLY
-1.2%
+755.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -16.7% | -22.9% | +6.2% | -13.1% |
| 30D | -27.2% | -44.6% | +17.4% | -20.3% |
| 3M | -34.0% | -41.5% | +7.5% | -28.8% |
| 6M | -39.7% | -20.8% | -18.9% | -37.9% |
| YTD | +68.1% | +59.5% | +8.5% | +50.1% |
| 1Y | +66.3% | +36.1% | +30.2% | +51.9% |
| 3Y | +754.4% | -1.0% | +755.4% | +620.9% |
| All | +754.4% | -1.2% | +755.6% | +620.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling