+31.2%
WEC vs FLR
+245.1%
-213.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.8% |
| 7D | +0.4% | -3.1% | +3.5% | +0.5% |
| 30D | +0.9% | +4.9% | -4.0% | +0.8% |
| 3M | -5.3% | +10.8% | -16.1% | -5.7% |
| 6M | -6.6% | +19.7% | -26.2% | -7.2% |
| YTD | +3.3% | +38.4% | -35.1% | +2.0% |
| 1Y | +2.1% | +34.7% | -32.6% | +0.8% |
| 3Y | +39.6% | +56.7% | -17.1% | +33.6% |
| 5Y | +31.2% | +241.6% | -210.5% | +22.1% |
| All | +31.2% | +245.1% | -213.9% | +22.1% |
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 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