+222.9%
WAB vs FLR
+245.1%
-22.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.6% |
| 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% | +1.9% |
| 6M | +13.8% | +19.7% | -5.9% | +6.8% |
| YTD | +31.9% | +38.4% | -6.5% | +18.8% |
| 1Y | +48.3% | +34.7% | +13.6% | +33.7% |
| 3Y | +167.1% | +56.7% | +110.5% | +118.8% |
| 5Y | +222.9% | +241.6% | -18.7% | +107.4% |
| All | +222.9% | +245.1% | -22.2% | +107.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling