+165.1%
WAB vs FLR
+56.0%
+109.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.7% |
| 7D | +0.2% | -3.1% | +3.4% | +1.0% |
| 30D | -4.6% | +4.9% | -9.5% | -5.8% |
| 3M | +5.6% | +10.8% | -5.2% | +2.1% |
| 6M | +13.8% | +19.7% | -5.9% | +7.0% |
| YTD | +31.9% | +38.4% | -6.5% | +19.0% |
| 1Y | +48.3% | +34.7% | +13.6% | +33.9% |
| All | +165.1% | +56.0% | +109.1% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling