+1,359.8%
WDC vs FSLY
-7.5%
+1,367.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.2% | +1.5% |
| 7D | +6.0% | +3.5% | +2.5% | +5.5% |
| 30D | +9.9% | -6.4% | +16.3% | +10.5% |
| 3M | -9.4% | +10.9% | -20.3% | -10.9% |
| 6M | +94.7% | +6.7% | +88.0% | +87.3% |
| YTD | +177.4% | +111.1% | +66.3% | +138.6% |
| 1Y | +412.6% | +185.8% | +226.8% | +314.7% |
| 3Y | +1,359.8% | -6.6% | +1,366.3% | +1,108.5% |
| All | +1,359.8% | -7.5% | +1,367.3% | +1,108.5% |
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