+38.1%
WAT vs FLR
+33.7%
+4.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.6% | +0.7% |
| 7D | -1.8% | -3.1% | +1.3% | -1.5% |
| 30D | -1.7% | +4.9% | -6.6% | -2.1% |
| 3M | +9.1% | +10.8% | -1.7% | +7.8% |
| 6M | +32.4% | +19.7% | +12.8% | +29.2% |
| YTD | +6.6% | +38.4% | -31.8% | +2.1% |
| All | +38.1% | +33.7% | +4.4% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling