+288.2%
WAB vs FLR
+18.3%
+269.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.5% |
| 7D | -0.2% | -6.9% | +6.7% | +1.4% |
| 30D | -5.9% | +1.1% | -7.0% | -6.3% |
| 3M | +9.4% | +14.3% | -5.0% | +5.0% |
| 6M | +13.8% | +19.1% | -5.3% | +7.5% |
| YTD | +31.8% | +35.1% | -3.4% | +20.4% |
| 1Y | +48.5% | +29.5% | +19.0% | +36.4% |
| 3Y | +167.0% | +53.0% | +114.0% | +126.8% |
| 5Y | +222.3% | +238.9% | -16.6% | +121.1% |
| All | +288.2% | +18.3% | +269.9% | +184.8% |
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