+137.1%
WFC vs FSLY
+5.6%
+131.4%
-59.8%
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 | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.3% | +7.5% | -7.2% | -0.2% |
| 30D | +2.3% | -21.1% | +23.4% | +3.6% |
| 3M | +9.8% | +21.8% | -12.0% | +7.8% |
| 6M | +15.6% | -0.1% | +15.7% | +13.0% |
| YTD | -2.4% | +123.1% | -125.5% | -11.1% |
| 1Y | +13.8% | +208.6% | -194.7% | +0.2% |
| 3Y | +134.6% | -1.3% | +135.9% | +115.8% |
| 5Y | +127.9% | -48.4% | +176.3% | +105.5% |
| All | +137.1% | +5.6% | +131.4% | +58.1% |
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