+31.2%
WEC vs FSLY
-49.3%
+80.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.8% |
| 7D | +0.4% | +11.2% | -10.8% | +0.4% |
| 30D | +0.9% | -18.2% | +19.1% | +0.9% |
| 3M | -5.3% | +21.9% | -27.2% | -5.3% |
| 6M | -6.6% | +4.0% | -10.6% | -6.5% |
| YTD | +3.3% | +123.1% | -119.8% | +3.1% |
| 1Y | +2.1% | +196.9% | -194.8% | +1.9% |
| 3Y | +39.6% | -1.3% | +40.8% | +39.3% |
| 5Y | +31.2% | -50.2% | +81.4% | +20.0% |
| All | +31.2% | -49.3% | +80.5% | +20.0% |
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