+11.2%
WAT vs FLNC
-71.1%
+82.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | -0.5% |
| 7D | -2.9% | -5.0% | +2.1% | -2.6% |
| 30D | -3.2% | -26.1% | +22.9% | -1.1% |
| 3M | +10.6% | -55.2% | +65.8% | +16.6% |
| 6M | +34.0% | -42.6% | +76.6% | +35.2% |
| YTD | +5.7% | -51.0% | +56.8% | +6.7% |
| 1Y | +37.1% | +43.3% | -6.3% | +21.0% |
| 3Y | +52.4% | -63.4% | +115.8% | +40.7% |
| All | +11.2% | -71.1% | +82.2% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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