+474.4%
WWD vs FLR
+18.3%
+456.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -0.9% |
| 7D | -2.9% | -6.9% | +4.0% | -1.1% |
| 30D | -6.6% | +1.1% | -7.7% | -7.0% |
| 3M | -9.3% | +14.3% | -23.6% | -13.1% |
| 6M | -13.6% | +19.1% | -32.7% | -18.6% |
| YTD | +10.4% | +35.1% | -24.8% | +0.5% |
| 1Y | +39.9% | +29.5% | +10.4% | +28.1% |
| 3Y | +165.0% | +53.0% | +112.0% | +122.6% |
| 5Y | +183.8% | +238.9% | -55.1% | +88.1% |
| All | +474.4% | +18.3% | +456.0% | +287.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling