+46.2%
WM vs FSLY
-9.9%
+56.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.1% | -2.0% |
| 7D | +1.2% | -31.4% | +32.6% | +0.6% |
| 30D | +13.1% | -37.3% | +50.4% | +12.3% |
| 3M | +3.6% | -30.1% | +33.7% | +3.2% |
| 6M | +8.1% | -49.8% | +57.9% | +7.6% |
| YTD | +8.9% | +55.7% | -46.8% | +9.6% |
| 1Y | +20.3% | +44.5% | -24.2% | +21.1% |
| 3Y | +46.2% | -4.3% | +50.5% | +43.8% |
| All | +46.2% | -9.9% | +56.1% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling