+41.0%
WEC vs FLR
+61.1%
-20.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +1.1% |
| 7D | +0.8% | +0.7% | +0.2% | +0.8% |
| 30D | +0.3% | -0.7% | +1.0% | +0.4% |
| 3M | -2.9% | +14.3% | -17.3% | -2.9% |
| 6M | -5.9% | +25.6% | -31.5% | -6.0% |
| YTD | +4.1% | +42.9% | -38.7% | +4.0% |
| 1Y | +3.1% | +38.7% | -35.6% | +3.0% |
| All | +41.0% | +61.1% | -20.1% | +30.1% |
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 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