+99.2%
WMT vs FLR
+52.3%
+46.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -2.5% | -6.9% | +4.4% | -2.4% |
| 30D | -6.4% | +1.1% | -7.6% | -6.4% |
| 3M | -12.1% | +14.3% | -26.4% | -12.3% |
| 6M | -15.0% | +19.1% | -34.1% | -15.4% |
| YTD | -4.5% | +35.1% | -39.6% | -5.6% |
| 1Y | +6.2% | +29.5% | -23.3% | +5.1% |
| All | +99.2% | +52.3% | +46.8% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling