+770.0%
WDC vs FLR
+35.7%
+734.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.1% | -3.9% | -4.5% |
| 7D | +12.1% | +5.4% | +6.7% | +9.4% |
| 30D | -18.8% | +2.8% | -21.6% | -19.3% |
| 3M | -39.3% | -6.4% | -32.9% | -37.4% |
| 6M | -40.1% | +8.8% | -48.9% | -42.0% |
| YTD | +71.8% | +23.6% | +48.2% | +57.3% |
| 1Y | +88.5% | +13.8% | +74.7% | +78.0% |
| 3Y | +770.0% | +36.5% | +733.5% | +610.6% |
| All | +770.0% | +35.7% | +734.3% | +610.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling