+306.4%
WM vs FLR
+18.9%
+287.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.1% |
| 7D | -0.3% | +5.4% | -5.7% | -0.6% |
| 30D | -2.4% | +11.4% | -13.8% | -3.0% |
| 3M | +0.4% | +11.4% | -11.0% | -0.4% |
| 6M | -9.5% | +16.6% | -26.1% | -10.7% |
| YTD | +0.5% | +41.7% | -41.2% | -2.0% |
| 1Y | -1.1% | +35.4% | -36.5% | -3.5% |
| 3Y | +46.0% | +57.3% | -11.3% | +38.8% |
| 5Y | +51.8% | +241.0% | -189.2% | +35.6% |
| All | +306.4% | +18.9% | +287.6% | +276.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling