+451.9%
FLR vs WCC
+4,696.6%
-4,244.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.3% |
| 7D | +0.7% | +8.5% | -7.8% | -3.2% |
| 30D | -0.7% | -1.0% | +0.3% | -0.5% |
| 3M | +14.3% | +2.1% | +12.2% | +12.6% |
| 6M | +25.6% | +36.8% | -11.2% | +7.4% |
| YTD | +42.9% | +47.7% | -4.9% | +17.2% |
| 1Y | +38.7% | +66.5% | -27.8% | +6.8% |
| 3Y | +61.8% | +134.2% | -72.4% | +0.9% |
| 5Y | +254.1% | +231.6% | +22.5% | +76.1% |
| 10Y | +20.0% | +508.1% | -488.1% | -57.2% |
| All | +451.9% | +4,696.6% | -4,244.7% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling