+336.4%
WM vs FLR
+11.0%
+325.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +13.1% | -9.1% | +22.2% | +13.5% |
| 3M | +3.6% | -4.7% | +8.3% | +3.6% |
| 6M | +8.1% | -14.2% | +22.3% | +8.4% |
| YTD | +8.9% | +17.3% | -8.4% | +7.1% |
| 1Y | +20.3% | +4.3% | +16.1% | +19.1% |
| 3Y | +46.2% | +30.7% | +15.4% | +40.3% |
| 5Y | +59.9% | +101.3% | -41.4% | +47.6% |
| All | +336.4% | +11.0% | +325.4% | +309.3% |
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