+48.0%
WM vs FLNC
-69.8%
+117.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.3% | +7.7% | -0.6% |
| 7D | -1.2% | -4.2% | +3.0% | -1.2% |
| 30D | -4.5% | -20.0% | +15.5% | -4.5% |
| 3M | -2.2% | -56.9% | +54.7% | -2.2% |
| 6M | -11.5% | -35.5% | +24.1% | -11.9% |
| YTD | -0.7% | -48.8% | +48.2% | -1.1% |
| 1Y | +0.3% | +49.3% | -48.9% | -2.2% |
| 3Y | +44.2% | -61.8% | +106.0% | +42.8% |
| All | +48.0% | -69.8% | +117.8% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling