+113.2%
WDC vs FLR
+2.5%
+110.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.8% | -6.0% | -6.3% |
| 7D | -18.3% | +1.4% | -19.7% | -18.9% |
| 30D | -26.7% | -5.9% | -20.7% | -23.8% |
| 3M | -40.9% | -7.6% | -33.3% | -39.4% |
| 6M | -26.8% | -9.3% | -17.5% | -23.8% |
| YTD | +88.2% | +20.1% | +68.0% | +58.1% |
| 1Y | +113.2% | +3.0% | +110.2% | +94.7% |
| All | +113.2% | +2.5% | +110.7% | +94.7% |
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 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