+55.8%
WEC vs FLR
+121.2%
-65.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -0.7% | +10.1% | -10.8% | -0.9% |
| 30D | +11.0% | -0.5% | +11.4% | +11.0% |
| 3M | +8.6% | -4.8% | +13.4% | +8.7% |
| 6M | +6.2% | +10.7% | -4.5% | +5.7% |
| YTD | +14.3% | +25.0% | -10.7% | +13.2% |
| 1Y | +8.4% | +8.3% | +0.1% | +7.8% |
| 3Y | +62.9% | +36.8% | +26.0% | +56.0% |
| 5Y | +55.8% | +121.8% | -65.9% | +42.1% |
| All | +55.8% | +121.2% | -65.3% | +42.1% |
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