+595.8%
WDC vs FSLY
-68.1%
+663.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -16.7% | -22.9% | +6.2% | -12.9% |
| 30D | -27.2% | -44.6% | +17.4% | -19.8% |
| 3M | -34.0% | -41.5% | +7.5% | -28.6% |
| 6M | -39.7% | -20.8% | -18.9% | -38.1% |
| YTD | +68.1% | +59.5% | +8.5% | +44.8% |
| 1Y | +66.3% | +36.1% | +30.2% | +46.8% |
| 3Y | +754.4% | -1.0% | +755.4% | +622.1% |
| 5Y | +595.8% | -66.9% | +662.7% | +469.3% |
| All | +595.8% | -68.1% | +663.9% | +469.3% |
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