+6,602.6%
WAB vs FLR
+603.8%
+5,998.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +1.5% |
| 7D | -3.2% | +5.4% | -8.6% | -4.9% |
| 30D | -4.4% | +11.4% | -15.8% | -8.6% |
| 3M | +7.9% | +11.4% | -3.5% | +2.7% |
| 6M | +8.7% | +16.6% | -7.9% | +1.1% |
| YTD | +33.0% | +41.7% | -8.7% | +15.6% |
| 1Y | +46.7% | +35.4% | +11.2% | +28.4% |
| 3Y | +153.0% | +57.3% | +95.7% | +99.2% |
| 5Y | +222.3% | +241.0% | -18.7% | +86.9% |
| 10Y | +291.0% | +16.6% | +274.3% | +157.7% |
| All | +6,602.6% | +603.8% | +5,998.8% | +2,678.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling