+261.5%
WAB vs FLR
+7.4%
+254.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.6% |
| 7D | +5.1% | +5.4% | -0.3% | +3.8% |
| 30D | +4.0% | +2.8% | +1.2% | +3.3% |
| 3M | +0.1% | -6.4% | +6.5% | +1.4% |
| 6M | +12.8% | +8.8% | +4.0% | +9.2% |
| YTD | +40.1% | +23.6% | +16.5% | +30.4% |
| 1Y | +46.4% | +13.8% | +32.6% | +38.8% |
| 3Y | +167.4% | +36.5% | +130.9% | +133.2% |
| 5Y | +215.0% | +119.3% | +95.7% | +139.3% |
| All | +261.5% | +7.4% | +254.1% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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