+138.5%
WFC vs FSLY
-4.2%
+142.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +3.8% | -10.6% | +14.4% | +4.5% |
| 30D | +1.5% | -20.9% | +22.4% | +2.6% |
| 3M | +10.9% | +3.4% | +7.4% | +9.9% |
| 6M | +8.4% | +2.7% | +5.7% | +5.8% |
| YTD | -1.9% | +102.3% | -104.1% | -10.0% |
| 1Y | +12.3% | +182.1% | -169.7% | -0.5% |
| 3Y | +132.3% | -14.6% | +146.9% | +115.8% |
| 5Y | +130.1% | -55.9% | +186.0% | +109.4% |
| All | +138.5% | -4.2% | +142.7% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling