+217.9%
WY vs FLR
+609.6%
-391.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.7% |
| 7D | -2.1% | +0.7% | -2.7% | -2.3% |
| 30D | -10.5% | -0.7% | -9.8% | -10.6% |
| 3M | -4.9% | +14.3% | -19.2% | -9.9% |
| 6M | -4.9% | +25.6% | -30.5% | -13.4% |
| YTD | -1.7% | +42.9% | -44.5% | -14.3% |
| 1Y | -9.4% | +38.7% | -48.1% | -21.2% |
| 3Y | -22.3% | +61.8% | -84.1% | -39.9% |
| 5Y | -20.5% | +254.1% | -274.6% | -54.4% |
| 10Y | +4.9% | +20.0% | -15.1% | -32.0% |
| All | +217.9% | +609.6% | -391.7% | -3.1% |
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