+128.6%
WFC vs FSLY
-20.0%
+148.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +1.7% | +11.8% | -10.0% | +1.0% |
| 30D | +6.8% | -36.5% | +43.4% | +9.3% |
| 3M | -3.0% | -39.7% | +36.8% | -0.9% |
| 6M | +15.4% | -9.7% | +25.1% | +14.3% |
| YTD | -5.9% | +68.9% | -74.8% | -13.5% |
| 1Y | +1.7% | +44.5% | -42.8% | -5.5% |
| 3Y | +124.9% | +4.8% | +120.1% | +103.7% |
| 5Y | +90.5% | -66.0% | +156.5% | +74.7% |
| All | +128.6% | -20.0% | +148.7% | +53.8% |
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