+843.9%
WULF vs FSLY
-0.4%
+844.3%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | -0.6% | +7.5% | -8.1% | -2.0% |
| 30D | -3.6% | -21.1% | +17.4% | +0.4% |
| 3M | -30.4% | +21.8% | -52.2% | -34.2% |
| 6M | +12.5% | -0.1% | +12.6% | +4.6% |
| YTD | +40.5% | +123.1% | -82.6% | +1.9% |
| 1Y | +53.0% | +208.6% | -155.6% | -4.6% |
| All | +843.9% | -0.4% | +844.3% | +814.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling