+283.2%
WELL vs FSLY
-19.7%
+302.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -0.3% |
| 7D | +0.1% | -17.9% | +18.0% | +0.6% |
| 30D | +7.8% | -34.7% | +42.5% | +8.9% |
| 3M | +10.2% | -40.0% | +50.3% | +11.4% |
| 6M | +16.4% | -11.8% | +28.2% | +15.7% |
| YTD | +35.2% | +69.5% | -34.4% | +28.2% |
| 1Y | +30.5% | +44.0% | -13.5% | +24.6% |
| 3Y | +206.1% | +5.2% | +200.8% | +189.2% |
| 5Y | +228.3% | -65.6% | +293.8% | +213.8% |
| All | +283.2% | -19.7% | +302.9% | +168.9% |
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