+992.6%
WDC vs FSLY
-54.2%
+1,046.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.2% | +1.5% |
| 7D | +6.0% | +3.5% | +2.5% | +5.4% |
| 30D | +9.9% | -6.4% | +16.3% | +10.5% |
| 3M | -9.4% | +10.9% | -20.3% | -11.3% |
| 6M | +94.7% | +6.7% | +88.0% | +85.3% |
| YTD | +177.4% | +111.1% | +66.3% | +129.9% |
| 1Y | +412.6% | +185.8% | +226.8% | +296.9% |
| 3Y | +1,359.8% | -6.6% | +1,366.3% | +1,152.9% |
| 5Y | +992.6% | -52.4% | +1,045.0% | +738.1% |
| All | +992.6% | -54.2% | +1,046.8% | +738.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling