+4.7%
WY vs FLR
+19.7%
-15.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -4.2% | -3.5% | -0.7% | -3.5% |
| 30D | -10.1% | +4.2% | -14.3% | -10.9% |
| 3M | -8.5% | +8.1% | -16.6% | -10.6% |
| 6M | -3.3% | +21.5% | -24.9% | -8.4% |
| YTD | -4.4% | +36.8% | -41.2% | -11.9% |
| 1Y | -11.5% | +31.2% | -42.7% | -18.3% |
| 3Y | -24.3% | +53.9% | -78.2% | -35.5% |
| 5Y | -21.3% | +243.0% | -264.4% | -45.0% |
| All | +4.7% | +19.7% | -15.0% | -22.9% |
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