+83.3%
WEC vs FSLY
-19.7%
+103.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -5.9% | +0.4% |
| 7D | -0.5% | -17.9% | +17.4% | -0.5% |
| 30D | +12.0% | -34.7% | +46.7% | +12.1% |
| 3M | +11.1% | -40.0% | +51.1% | +11.2% |
| 6M | +6.0% | -11.8% | +17.8% | +5.8% |
| YTD | +14.3% | +69.5% | -55.3% | +13.1% |
| 1Y | +8.0% | +44.0% | -36.0% | +7.0% |
| 3Y | +62.8% | +5.2% | +57.6% | +60.9% |
| 5Y | +55.3% | -65.6% | +120.9% | +53.5% |
| All | +83.3% | -19.7% | +103.0% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling