+49.8%
WM vs FLNC
-69.1%
+118.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.2% |
| 7D | -0.3% | -4.9% | +4.6% | -0.3% |
| 30D | -2.4% | -27.3% | +24.9% | -2.4% |
| 3M | +0.4% | -61.9% | +62.3% | +0.5% |
| 6M | -9.5% | -34.5% | +25.0% | -9.9% |
| YTD | +0.5% | -47.7% | +48.2% | +0.1% |
| 1Y | -1.1% | +53.3% | -54.4% | -3.7% |
| 3Y | +46.0% | -62.4% | +108.4% | +44.8% |
| All | +49.8% | -69.1% | +118.9% | +49.3% |
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