+611.1%
WAT vs FLR
+532.1%
+78.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +3.4% | +5.1% | -1.7% | +2.4% |
| 30D | +9.6% | -0.5% | +10.1% | +9.6% |
| 3M | +15.5% | -3.5% | +18.9% | +15.9% |
| 6M | +33.9% | +16.5% | +17.4% | +28.2% |
| YTD | +25.2% | +27.3% | -2.1% | +16.7% |
| 1Y | +26.3% | +10.6% | +15.6% | +20.9% |
| 3Y | +85.8% | +39.4% | +46.4% | +62.5% |
| 5Y | +35.3% | +126.4% | -91.1% | +3.7% |
| 10Y | +231.8% | +8.4% | +223.4% | +154.6% |
| All | +611.1% | +532.1% | +78.9% | +174.6% |
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