+148.4%
WM vs FSLY
-24.5%
+172.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | +1.2% | -22.9% | +24.1% | +1.3% |
| 30D | +13.7% | -44.6% | +58.2% | +14.1% |
| 3M | +5.2% | -41.5% | +46.7% | +5.5% |
| 6M | +11.2% | -20.8% | +32.0% | +11.0% |
| YTD | +9.4% | +59.5% | -50.1% | +7.1% |
| 1Y | +20.4% | +36.1% | -15.7% | +18.2% |
| 3Y | +44.7% | -1.0% | +45.7% | +41.1% |
| 5Y | +58.5% | -66.9% | +125.4% | +56.7% |
| All | +148.4% | -24.5% | +172.9% | +103.4% |
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