+45.7%
WM vs FSLY
-6.2%
+51.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.2% |
| 7D | -0.5% | -22.4% | +22.0% | -0.9% |
| 30D | +13.3% | -45.5% | +58.8% | +12.3% |
| 3M | +4.4% | -30.4% | +34.8% | +3.9% |
| 6M | +10.8% | -22.1% | +32.9% | +10.6% |
| YTD | +9.1% | +57.0% | -47.9% | +9.8% |
| 1Y | +19.1% | +38.2% | -19.1% | +19.9% |
| 3Y | +45.7% | -2.5% | +48.2% | +43.4% |
| All | +45.7% | -6.2% | +51.9% | +43.4% |
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 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