+15.4%
FLR vs WU
-39.5%
+54.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -6.9% | -5.0% | -1.9% | -5.1% |
| 30D | +1.1% | -2.3% | +3.4% | +1.7% |
| 3M | +14.3% | -3.2% | +17.5% | +12.9% |
| 6M | +19.1% | -25.0% | +44.1% | +30.2% |
| YTD | +35.1% | -21.7% | +56.8% | +44.4% |
| 1Y | +29.5% | -9.0% | +38.4% | +28.4% |
| 3Y | +53.0% | -28.9% | +81.9% | +63.9% |
| 5Y | +238.9% | -51.0% | +290.0% | +324.1% |
| All | +15.4% | -39.5% | +54.9% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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