+16.8%
FLR vs WCC
+541.6%
-524.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | -1.0% |
| 7D | -3.5% | +1.5% | -5.0% | -4.4% |
| 30D | +4.2% | -2.1% | +6.3% | +5.1% |
| 3M | +8.1% | +3.8% | +4.3% | +4.4% |
| 6M | +21.5% | +35.0% | -13.5% | -0.9% |
| YTD | +36.8% | +46.4% | -9.6% | +5.2% |
| 1Y | +31.2% | +63.0% | -31.8% | -6.8% |
| 3Y | +53.9% | +133.9% | -80.1% | -20.8% |
| 5Y | +243.0% | +226.5% | +16.5% | +21.7% |
| All | +16.8% | +541.6% | -524.8% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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