+142.1%
WEC vs FLR
+18.3%
+123.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | -0.8% |
| 7D | -1.3% | -6.9% | +5.6% | -1.3% |
| 30D | -0.4% | +1.1% | -1.5% | -0.4% |
| 3M | -6.8% | +14.3% | -21.1% | -6.6% |
| 6M | -6.4% | +19.1% | -25.5% | -6.1% |
| YTD | +2.5% | +35.1% | -32.6% | +2.9% |
| 1Y | -0.4% | +29.5% | -29.9% | 0.0% |
| 3Y | +38.5% | +53.0% | -14.5% | +39.5% |
| 5Y | +31.7% | +238.9% | -207.2% | +35.4% |
| All | +142.1% | +18.3% | +123.8% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling