+1,651.3%
WM vs FLR
+482.5%
+1,168.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.2% |
| 30D | +13.1% | -9.1% | +22.2% | +14.3% |
| 3M | +3.6% | -4.7% | +8.3% | +3.6% |
| 6M | +8.1% | -14.2% | +22.3% | +8.8% |
| YTD | +8.9% | +17.3% | -8.4% | +4.4% |
| 1Y | +20.3% | +4.3% | +16.1% | +17.1% |
| 3Y | +46.2% | +30.7% | +15.4% | +32.4% |
| 5Y | +59.9% | +101.3% | -41.4% | +31.8% |
| 10Y | +345.6% | +12.4% | +333.2% | +257.4% |
| All | +1,651.3% | +482.5% | +1,168.8% | +746.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling