+137.7%
WFC vs FSLY
+5.6%
+132.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.7% | +1.6% |
| 7D | +0.4% | +11.2% | -10.7% | -0.2% |
| 30D | +2.5% | -18.2% | +20.6% | +3.5% |
| 3M | +10.0% | +21.9% | -11.9% | +8.0% |
| 6M | +15.1% | +4.0% | +11.0% | +12.2% |
| YTD | -2.2% | +123.1% | -125.3% | -10.9% |
| 1Y | +13.5% | +196.9% | -183.4% | +0.2% |
| 3Y | +135.2% | -1.3% | +136.5% | +116.3% |
| 5Y | +128.3% | -50.2% | +178.5% | +106.2% |
| All | +137.7% | +5.6% | +132.0% | +58.4% |
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 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