+252.3%
WMT vs FSLY
-4.2%
+256.5%
-25.7%
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% | -1.1% |
| 7D | +3.9% | -10.6% | +14.6% | +4.4% |
| 30D | -4.4% | -20.9% | +16.5% | -3.8% |
| 3M | -8.8% | +3.4% | -12.2% | -9.2% |
| 6M | -15.6% | +2.7% | -18.4% | -17.0% |
| YTD | -3.2% | +102.3% | -105.5% | -8.4% |
| 1Y | +7.0% | +182.1% | -175.0% | -0.7% |
| 3Y | +105.3% | -14.6% | +119.9% | +95.9% |
| 5Y | +129.3% | -55.9% | +185.2% | +118.6% |
| All | +252.3% | -4.2% | +256.5% | +181.2% |
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