+604.1%
WAT vs FLR
+534.4%
+69.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | +0.7% | +6.3% | -5.6% | -0.5% |
| 30D | +9.0% | +1.8% | +7.1% | +8.5% |
| 3M | +13.5% | -4.4% | +17.9% | +14.1% |
| 6M | +35.3% | +15.9% | +19.4% | +29.7% |
| YTD | +24.0% | +27.7% | -3.8% | +15.4% |
| 1Y | +22.0% | +11.6% | +10.3% | +16.5% |
| 3Y | +84.0% | +39.9% | +44.1% | +60.8% |
| 5Y | +34.4% | +127.5% | -93.2% | +2.9% |
| 10Y | +231.4% | +11.6% | +219.8% | +152.1% |
| All | +604.1% | +534.4% | +69.8% | +171.7% |
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