+63.1%
WM vs FLNC
-85.3%
+148.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.1% | +9.4% | +0.3% |
| 7D | +1.2% | -10.7% | +11.9% | +1.1% |
| 30D | +13.7% | -33.9% | +47.6% | +13.5% |
| 3M | +5.2% | -61.2% | +66.4% | +4.9% |
| 6M | +11.2% | -79.7% | +90.9% | +10.8% |
| YTD | +9.4% | -75.2% | +84.6% | +8.7% |
| 1Y | +20.4% | -77.5% | +97.9% | +19.6% |
| 3Y | +44.7% | -71.4% | +116.1% | +40.6% |
| 5Y | +58.5% | -85.6% | +144.1% | +57.9% |
| All | +63.1% | -85.3% | +148.4% | +62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling