+40.8%
WEC vs FSLY
-7.5%
+48.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +1.1% |
| 7D | +0.8% | +3.5% | -2.7% | +0.8% |
| 30D | +0.3% | -6.4% | +6.7% | +0.3% |
| 3M | -2.9% | +10.9% | -13.8% | -2.8% |
| 6M | -5.9% | +6.7% | -12.6% | -5.7% |
| YTD | +4.1% | +111.1% | -107.0% | +4.4% |
| 1Y | +3.1% | +185.8% | -182.6% | +3.6% |
| 3Y | +40.8% | -6.6% | +47.3% | +38.3% |
| All | +40.8% | -7.5% | +48.3% | +38.3% |
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 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