+512.2%
WAT vs FLR
+603.8%
-91.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -1.3% | +5.4% | -6.7% | -2.3% |
| 30D | +2.3% | +11.4% | -9.0% | -0.3% |
| 3M | +8.7% | +11.4% | -2.7% | +5.6% |
| 6M | +28.3% | +16.6% | +11.7% | +22.5% |
| YTD | +7.8% | +41.7% | -33.9% | -1.4% |
| 1Y | +36.6% | +35.4% | +1.2% | +25.4% |
| 3Y | +45.7% | +57.3% | -11.6% | +24.5% |
| 5Y | -3.3% | +241.0% | -244.3% | -32.2% |
| 10Y | +162.1% | +16.6% | +145.5% | +98.1% |
| All | +512.2% | +603.8% | -91.7% | +132.0% |
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