+876.9%
WMT vs FLR
+609.6%
+267.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | +0.1% | +0.7% | -0.5% | +0.1% |
| 30D | -5.0% | -0.7% | -4.3% | -5.0% |
| 3M | -11.3% | +14.3% | -25.6% | -12.6% |
| 6M | -13.8% | +25.6% | -39.4% | -16.1% |
| YTD | -4.2% | +42.9% | -47.1% | -8.0% |
| 1Y | +4.6% | +38.7% | -34.2% | +0.4% |
| 3Y | +100.5% | +61.8% | +38.7% | +85.9% |
| 5Y | +129.7% | +254.1% | -124.4% | +94.7% |
| 10Y | +423.4% | +20.0% | +403.4% | +372.3% |
| All | +876.9% | +609.6% | +267.3% | +432.3% |
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 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