+211.0%
WELL vs FSLY
-54.2%
+265.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | +0.3% |
| 7D | -1.3% | +3.5% | -4.8% | -1.4% |
| 30D | +0.5% | -6.4% | +6.9% | +0.5% |
| 3M | +19.1% | +10.9% | +8.2% | +18.4% |
| 6M | +17.0% | +6.7% | +10.3% | +15.2% |
| YTD | +29.2% | +111.1% | -81.9% | +22.9% |
| 1Y | +42.1% | +185.8% | -143.6% | +32.7% |
| 3Y | +204.5% | -6.6% | +211.1% | +196.2% |
| 5Y | +211.0% | -52.4% | +263.4% | +181.4% |
| All | +211.0% | -54.2% | +265.2% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling