+1,350.6%
WDC vs FSLY
-4.2%
+1,354.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.5% | +8.4% | +6.3% |
| 7D | +1.7% | -10.6% | +12.4% | +3.4% |
| 30D | -10.0% | -20.9% | +10.9% | -7.1% |
| 3M | -18.8% | +3.4% | -22.2% | -19.6% |
| 6M | +79.0% | +2.7% | +76.3% | +71.3% |
| YTD | +171.6% | +102.3% | +69.3% | +126.4% |
| 1Y | +417.4% | +182.1% | +235.3% | +302.6% |
| 3Y | +1,251.8% | -14.6% | +1,266.4% | +1,078.1% |
| 5Y | +911.7% | -55.9% | +967.6% | +773.0% |
| All | +1,350.6% | -4.2% | +1,354.8% | +775.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling