+263.9%
WELL vs FSLY
+5.6%
+258.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.2% | +7.5% | -9.8% | -2.5% |
| 30D | +4.7% | -21.1% | +25.8% | +5.4% |
| 3M | +11.9% | +21.8% | -9.8% | +10.8% |
| 6M | +14.3% | -0.1% | +14.4% | +12.7% |
| YTD | +28.4% | +123.1% | -94.7% | +21.3% |
| 1Y | +42.3% | +208.6% | -166.3% | +31.8% |
| 3Y | +202.6% | -1.3% | +203.8% | +189.9% |
| 5Y | +206.5% | -48.4% | +254.9% | +189.7% |
| All | +263.9% | +5.6% | +258.2% | +154.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling