+13.8%
WFC vs FSLY
+196.5%
-182.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.3% | +7.5% | -7.2% | +0.3% |
| 30D | +2.3% | -21.1% | +23.4% | +2.4% |
| 3M | +9.8% | +21.8% | -12.0% | +9.7% |
| 6M | +15.6% | -0.1% | +15.7% | +16.1% |
| YTD | -2.4% | +123.1% | -125.5% | 0.0% |
| 1Y | +13.8% | +208.6% | -194.7% | +17.0% |
| All | +13.8% | +196.5% | -182.7% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling