+130.5%
WMT vs FLNC
-70.4%
+200.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.1% | +1.3% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | -7.4% | -24.8% | +17.4% | -7.2% |
| 3M | -10.9% | -59.1% | +48.2% | -10.1% |
| 6M | -12.7% | -42.0% | +29.3% | -12.8% |
| YTD | -3.2% | -49.8% | +46.6% | -3.3% |
| 1Y | +5.3% | +43.1% | -37.8% | +2.8% |
| 3Y | +101.9% | -61.0% | +162.8% | +98.0% |
| All | +130.5% | -70.4% | +200.9% | +125.6% |
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