+175.8%
FLR vs WTW
+1,094.8%
-919.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -1.4% |
| 7D | -3.1% | -7.1% | +4.0% | +0.4% |
| 30D | +4.9% | -8.5% | +13.5% | +9.3% |
| 3M | +10.8% | +20.6% | -9.8% | -0.2% |
| 6M | +19.7% | +7.2% | +12.5% | +12.8% |
| YTD | +38.4% | -3.9% | +42.2% | +36.4% |
| 1Y | +34.7% | -3.6% | +38.3% | +32.1% |
| 3Y | +56.7% | +60.7% | -4.0% | +15.1% |
| 5Y | +241.6% | +42.2% | +199.5% | +164.6% |
| 10Y | +20.2% | +195.5% | -175.3% | -37.7% |
| All | +175.8% | +1,094.8% | -919.0% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling