-25.6%
FLUT vs WCC
+460.5%
-486.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -1.5% | -9.9% | +8.5% | -0.1% |
| 30D | +3.4% | -13.4% | +16.8% | +5.2% |
| 3M | -12.5% | -13.5% | +1.0% | -11.2% |
| 6M | -18.5% | -10.6% | -7.9% | -18.4% |
| YTD | -61.6% | +30.1% | -91.7% | -64.4% |
| 1Y | -64.1% | +22.3% | -86.4% | -66.3% |
| 3Y | -44.5% | +130.3% | -174.7% | -54.0% |
| 5Y | -51.3% | +144.5% | -195.8% | -60.6% |
| 10Y | -25.6% | +431.8% | -457.4% | -39.0% |
| All | -25.6% | +460.5% | -486.1% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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