+147.3%
WM vs FSLY
-26.3%
+173.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.1% | -2.1% |
| 7D | +1.2% | -31.4% | +32.6% | +1.4% |
| 30D | +13.1% | -37.3% | +50.4% | +13.4% |
| 3M | +3.6% | -30.1% | +33.7% | +3.7% |
| 6M | +8.1% | -49.8% | +57.9% | +8.4% |
| YTD | +8.9% | +55.7% | -46.8% | +6.7% |
| 1Y | +20.3% | +44.5% | -24.2% | +18.0% |
| 3Y | +46.2% | -4.3% | +50.5% | +42.6% |
| 5Y | +59.9% | -68.2% | +128.1% | +58.2% |
| All | +147.3% | -26.3% | +173.5% | +102.4% |
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