+303.2%
WMB vs FSLY
+5.6%
+297.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.7% | -6.6% | -1.1% |
| 7D | 0.0% | +11.2% | -11.2% | -0.5% |
| 30D | +4.6% | -18.2% | +22.8% | +5.4% |
| 3M | +5.7% | +21.9% | -16.2% | +4.4% |
| 6M | +4.2% | +4.0% | +0.2% | +2.2% |
| YTD | +26.8% | +123.1% | -96.2% | +18.4% |
| 1Y | +34.7% | +196.9% | -162.2% | +23.1% |
| 3Y | +146.8% | -1.3% | +148.1% | +132.9% |
| 5Y | +285.0% | -50.2% | +335.2% | +263.6% |
| All | +303.2% | +5.6% | +297.6% | +208.1% |
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