+155.2%
WM vs FSLY
-22.7%
+177.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | -0.1% |
| 7D | +3.2% | +4.9% | -1.7% | +3.2% |
| 30D | +13.0% | -33.5% | +46.5% | +13.3% |
| 3M | +9.2% | -44.6% | +53.9% | +9.6% |
| 6M | +13.6% | -9.2% | +22.9% | +13.2% |
| YTD | +12.4% | +63.3% | -50.9% | +10.0% |
| 1Y | +21.2% | +45.3% | -24.1% | +18.9% |
| 3Y | +48.7% | +3.7% | +44.9% | +44.9% |
| 5Y | +61.9% | -67.2% | +129.0% | +60.2% |
| All | +155.2% | -22.7% | +177.9% | +108.9% |
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