+161.8%
WAT vs FLR
+18.3%
+143.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.5% |
| 7D | -2.9% | -6.9% | +4.0% | -2.1% |
| 30D | -3.2% | +1.1% | -4.4% | -3.4% |
| 3M | +10.6% | +14.3% | -3.7% | +8.5% |
| 6M | +34.0% | +19.1% | +14.9% | +30.4% |
| YTD | +5.7% | +35.1% | -29.4% | +1.2% |
| 1Y | +37.1% | +29.5% | +7.6% | +31.5% |
| 3Y | +52.4% | +53.0% | -0.6% | +40.5% |
| 5Y | -4.4% | +238.9% | -243.3% | -19.6% |
| All | +161.8% | +18.3% | +143.5% | +135.9% |
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