+991.6%
WDC vs FLR
+245.1%
+746.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.3% |
| 7D | +7.5% | -3.1% | +10.6% | +8.7% |
| 30D | +10.1% | +4.9% | +5.1% | +7.7% |
| 3M | -6.8% | +10.8% | -17.6% | -10.7% |
| 6M | +84.1% | +19.7% | +64.5% | +70.8% |
| YTD | +180.3% | +38.4% | +141.9% | +147.6% |
| 1Y | +411.1% | +34.7% | +376.4% | +353.3% |
| 3Y | +1,375.0% | +56.7% | +1,318.3% | +1,074.1% |
| 5Y | +991.6% | +241.6% | +749.9% | +579.6% |
| All | +991.6% | +245.1% | +746.5% | +579.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling