+2,378.0%
WEC vs FLR
+513.8%
+1,864.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +2.3% | +5.4% | -3.1% | +2.0% |
| 30D | +11.1% | +2.8% | +8.2% | +10.8% |
| 3M | +8.4% | -6.4% | +14.8% | +8.7% |
| 6M | +7.5% | +8.8% | -1.3% | +6.5% |
| YTD | +15.3% | +23.6% | -8.3% | +13.0% |
| 1Y | +9.7% | +13.8% | -4.1% | +8.0% |
| 3Y | +64.7% | +36.5% | +28.2% | +57.6% |
| 5Y | +57.3% | +119.3% | -62.1% | +44.2% |
| 10Y | +195.9% | +8.0% | +187.9% | +184.8% |
| All | +2,378.0% | +513.8% | +1,864.1% | +1,648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling