+264.2%
WELL vs FSLY
+5.6%
+258.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.7% | -6.2% | -0.8% |
| 7D | -1.1% | +11.2% | -12.3% | -1.5% |
| 30D | +0.7% | -18.2% | +18.9% | +1.3% |
| 3M | +14.5% | +21.9% | -7.4% | +13.3% |
| 6M | +14.4% | +4.0% | +10.4% | +12.6% |
| YTD | +28.5% | +123.1% | -94.6% | +21.4% |
| 1Y | +41.8% | +196.9% | -155.1% | +31.6% |
| 3Y | +202.8% | -1.3% | +204.1% | +190.2% |
| 5Y | +208.8% | -50.2% | +259.0% | +192.3% |
| All | +264.2% | +5.6% | +258.5% | +154.6% |
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