-21.6%
WY vs FLR
+230.6%
-252.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -2.3% |
| 7D | -3.7% | -6.9% | +3.2% | -2.7% |
| 30D | -11.3% | +1.1% | -12.4% | -11.5% |
| 3M | -8.1% | +14.3% | -22.5% | -10.7% |
| 6M | -7.4% | +19.1% | -26.5% | -11.1% |
| YTD | -4.7% | +35.1% | -39.8% | -10.9% |
| 1Y | -9.2% | +29.5% | -38.7% | -15.0% |
| 3Y | -24.7% | +53.0% | -77.7% | -36.3% |
| 5Y | -21.6% | +238.9% | -260.5% | -43.4% |
| All | -21.6% | +230.6% | -252.1% | -43.4% |
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