+16.8%
FLR vs WTW
+198.0%
-181.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.5% | -5.7% | +2.2% | -1.0% |
| 30D | +4.2% | -7.3% | +11.4% | +7.4% |
| 3M | +8.1% | +21.5% | -13.4% | -2.0% |
| 6M | +21.5% | +9.6% | +11.9% | +14.2% |
| YTD | +36.8% | -3.3% | +40.0% | +35.4% |
| 1Y | +31.2% | -6.1% | +37.3% | +31.6% |
| 3Y | +53.9% | +61.8% | -8.0% | +11.7% |
| 5Y | +243.0% | +42.7% | +200.4% | +163.1% |
| All | +16.8% | +198.0% | -181.2% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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