+217.3%
WAB vs FLNC
-69.8%
+287.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.3% | +6.9% | -0.8% |
| 7D | +0.2% | -4.2% | +4.4% | +0.5% |
| 30D | -4.6% | -20.0% | +15.4% | -3.1% |
| 3M | +5.6% | -56.9% | +62.5% | +11.7% |
| 6M | +13.8% | -35.5% | +49.3% | +13.9% |
| YTD | +31.9% | -48.8% | +80.7% | +32.8% |
| 1Y | +48.3% | +49.3% | -1.0% | +31.8% |
| 3Y | +167.1% | -61.8% | +228.9% | +150.1% |
| All | +217.3% | -69.8% | +287.1% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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