+65.3%
WEC vs FSLY
-4.2%
+69.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.7% |
| 7D | -0.3% | -10.6% | +10.4% | -0.2% |
| 30D | -1.3% | -20.9% | +19.6% | -1.2% |
| 3M | -3.9% | +3.4% | -7.3% | -4.0% |
| 6M | -8.3% | +2.7% | -11.1% | -8.6% |
| YTD | +3.1% | +102.3% | -99.2% | +2.0% |
| 1Y | +1.9% | +182.1% | -180.1% | +0.5% |
| 3Y | +41.9% | -14.6% | +56.5% | +40.9% |
| 5Y | +30.8% | -55.9% | +86.7% | +29.1% |
| All | +65.3% | -4.2% | +69.5% | +41.8% |
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