+67.7%
WM vs FLNC
-85.9%
+153.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.8% | +8.4% | +1.6% |
| 7D | +1.2% | -7.1% | +8.2% | +1.1% |
| 30D | +15.2% | -30.2% | +45.4% | +15.1% |
| 3M | +8.3% | -64.1% | +72.5% | +8.0% |
| 6M | +13.1% | -77.7% | +90.9% | +12.7% |
| YTD | +12.5% | -76.1% | +88.6% | +11.8% |
| 1Y | +21.8% | -75.4% | +97.1% | +20.8% |
| 3Y | +48.8% | -72.4% | +121.2% | +44.6% |
| 5Y | +62.1% | -87.4% | +149.5% | +60.2% |
| All | +67.7% | -85.9% | +153.6% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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