+151.5%
WM vs FSLY
-19.7%
+171.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.3% | -5.1% | +1.2% |
| 7D | +0.8% | -17.9% | +18.7% | +0.9% |
| 30D | +13.8% | -34.7% | +48.5% | +14.1% |
| 3M | +6.4% | -40.0% | +46.4% | +6.7% |
| 6M | +13.2% | -11.8% | +25.1% | +12.9% |
| YTD | +10.8% | +69.5% | -58.8% | +8.4% |
| 1Y | +20.2% | +44.0% | -23.8% | +18.0% |
| 3Y | +46.5% | +5.2% | +41.2% | +42.8% |
| 5Y | +61.3% | -65.6% | +126.8% | +59.5% |
| All | +151.5% | -19.7% | +171.2% | +105.8% |
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 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