+192.2%
WWD vs FLR
+245.1%
-52.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | +0.6% | -3.1% | +3.8% | +1.4% |
| 30D | -5.1% | +4.9% | -10.0% | -6.4% |
| 3M | -11.2% | +10.8% | -22.1% | -14.3% |
| 6M | -12.0% | +19.7% | -31.7% | -17.3% |
| YTD | +12.0% | +38.4% | -26.4% | +1.1% |
| 1Y | +42.8% | +34.7% | +8.1% | +29.2% |
| 3Y | +168.9% | +56.7% | +112.3% | +120.4% |
| 5Y | +192.2% | +241.6% | -49.4% | +93.2% |
| All | +192.2% | +245.1% | -52.9% | +93.2% |
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 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