+128.2%
WM vs FSLY
-4.2%
+132.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -1.2% |
| 7D | -0.3% | -10.6% | +10.3% | -0.2% |
| 30D | -2.4% | -20.9% | +18.5% | -2.2% |
| 3M | +0.4% | +3.4% | -3.0% | +0.2% |
| 6M | -9.5% | +2.7% | -12.2% | -10.1% |
| YTD | +0.5% | +102.3% | -101.8% | -1.6% |
| 1Y | -1.1% | +182.1% | -183.1% | -4.0% |
| 3Y | +46.0% | -14.6% | +60.6% | +43.9% |
| 5Y | +51.8% | -55.9% | +107.7% | +49.6% |
| All | +128.2% | -4.2% | +132.4% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling