+58.5%
WM vs FSLY
-68.1%
+126.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.3% |
| 7D | +1.2% | -22.9% | +24.1% | +1.0% |
| 30D | +13.7% | -44.6% | +58.2% | +13.3% |
| 3M | +5.2% | -41.5% | +46.7% | +5.0% |
| 6M | +11.2% | -20.8% | +32.0% | +11.0% |
| YTD | +9.4% | +59.5% | -50.1% | +8.9% |
| 1Y | +20.4% | +36.1% | -15.7% | +20.0% |
| 3Y | +44.7% | -1.0% | +45.7% | +43.3% |
| 5Y | +58.5% | -66.9% | +125.4% | +52.4% |
| All | +58.5% | -68.1% | +126.6% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling