+252.3%
WMT vs FSLY
+7.7%
+244.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.6% | +1.3% |
| 7D | 0.0% | +12.5% | -12.5% | -0.5% |
| 30D | -7.4% | -18.8% | +11.4% | -6.8% |
| 3M | -10.9% | +22.7% | -33.5% | -11.9% |
| 6M | -12.7% | -3.7% | -9.0% | -13.8% |
| YTD | -3.2% | +127.5% | -130.7% | -8.8% |
| 1Y | +5.3% | +193.5% | -188.3% | -2.5% |
| 3Y | +101.9% | -1.3% | +103.2% | +91.5% |
| 5Y | +134.6% | -47.3% | +181.9% | +121.9% |
| All | +252.3% | +7.7% | +244.6% | +179.9% |
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