+297.9%
WMB vs FSLY
-4.2%
+302.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | +0.6% | -10.6% | +11.2% | +1.0% |
| 30D | +3.3% | -20.9% | +24.2% | +4.1% |
| 3M | +3.1% | +3.4% | -0.3% | +2.6% |
| 6M | -0.7% | +2.7% | -3.5% | -2.6% |
| YTD | +25.2% | +102.3% | -77.1% | +17.4% |
| 1Y | +32.9% | +182.1% | -149.2% | +21.6% |
| 3Y | +140.6% | -14.6% | +155.1% | +128.8% |
| 5Y | +273.5% | -55.9% | +329.4% | +254.8% |
| All | +297.9% | -4.2% | +302.1% | +205.4% |
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 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