+272.5%
WMB vs FSLY
-19.7%
+292.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +1.9% |
| 7D | +1.6% | -17.9% | +19.5% | +2.3% |
| 30D | -7.1% | -34.7% | +27.6% | -5.5% |
| 3M | -4.0% | -40.0% | +36.0% | -2.4% |
| 6M | -5.7% | -11.8% | +6.1% | -6.1% |
| YTD | +17.2% | +69.5% | -52.4% | +10.3% |
| 1Y | +17.2% | +44.0% | -26.8% | +11.2% |
| 3Y | +121.1% | +5.2% | +115.8% | +106.0% |
| 5Y | +197.2% | -65.6% | +262.8% | +185.5% |
| All | +272.5% | -19.7% | +292.2% | +186.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling