+204.5%
WELL vs FSLY
-7.5%
+212.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.5% |
| 7D | -1.3% | +3.5% | -4.8% | -1.3% |
| 30D | +0.5% | -6.4% | +6.9% | +0.5% |
| 3M | +19.1% | +10.9% | +8.2% | +19.0% |
| 6M | +17.0% | +6.7% | +10.3% | +16.8% |
| YTD | +29.2% | +111.1% | -81.9% | +28.1% |
| 1Y | +42.1% | +185.8% | -143.6% | +40.4% |
| 3Y | +204.5% | -6.6% | +211.1% | +201.4% |
| All | +204.5% | -7.5% | +212.0% | +201.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling