+20.3%
WM vs FSLY
+63.4%
-43.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.1% | -2.0% |
| 7D | +1.2% | -31.4% | +32.6% | +0.1% |
| 30D | +13.1% | -37.3% | +50.4% | +11.7% |
| 3M | +3.6% | -30.1% | +33.7% | +2.9% |
| 6M | +8.1% | -49.8% | +57.9% | +7.3% |
| YTD | +8.9% | +55.7% | -46.8% | +11.1% |
| 1Y | +20.3% | +44.5% | -24.2% | +22.8% |
| All | +20.3% | +63.4% | -43.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling