+53.9%
FLR vs WSM
+230.1%
-176.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -3.5% | -0.5% | -3.0% | -3.3% |
| 30D | +4.2% | -7.7% | +11.9% | +6.7% |
| 3M | +8.1% | +3.8% | +4.3% | +6.6% |
| 6M | +21.5% | +22.7% | -1.1% | +13.9% |
| YTD | +36.8% | +28.0% | +8.8% | +26.6% |
| 1Y | +31.2% | +12.7% | +18.5% | +25.5% |
| 3Y | +53.9% | +231.3% | -177.4% | +12.9% |
| All | +53.9% | +230.1% | -176.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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