+171.5%
WULF vs FSLY
+5.6%
+165.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.8% | -5.2% |
| 7D | +15.6% | +11.2% | +4.4% | +13.3% |
| 30D | +5.7% | -18.2% | +23.9% | +9.3% |
| 3M | -32.3% | +21.9% | -54.2% | -35.9% |
| 6M | +23.7% | +4.0% | +19.7% | +14.7% |
| YTD | +49.1% | +123.1% | -74.0% | +12.0% |
| 1Y | +66.3% | +196.9% | -130.6% | +14.1% |
| 3Y | +851.7% | -1.3% | +852.9% | +678.8% |
| 5Y | -30.9% | -50.2% | +19.3% | -48.1% |
| All | +171.5% | +5.6% | +165.9% | +84.4% |
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