+135.9%
WMT vs FLR
+238.1%
-102.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | 0.0% | -3.5% | +3.5% | +0.1% |
| 30D | -7.4% | +4.2% | -11.6% | -7.5% |
| 3M | -10.9% | +8.1% | -18.9% | -11.2% |
| 6M | -12.7% | +21.5% | -34.2% | -13.7% |
| YTD | -3.2% | +36.8% | -40.0% | -5.1% |
| 1Y | +5.3% | +31.2% | -25.9% | +3.3% |
| 3Y | +101.9% | +53.9% | +48.0% | +91.0% |
| All | +135.9% | +238.1% | -102.2% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling