-10.4%
FLUT vs WCC
+506.2%
-516.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -2.6% | +6.8% | -9.4% | -3.6% |
| 30D | +5.4% | -3.0% | +8.4% | +5.7% |
| 3M | -10.8% | +0.2% | -11.0% | -11.5% |
| 6M | -9.2% | +33.2% | -42.4% | -15.0% |
| YTD | -53.8% | +45.8% | -99.6% | -57.6% |
| 1Y | -66.0% | +68.4% | -134.4% | -69.6% |
| 3Y | -44.7% | +131.1% | -175.8% | -53.9% |
| 5Y | -50.6% | +225.6% | -276.2% | -60.7% |
| 10Y | -10.4% | +534.2% | -544.6% | -33.4% |
| All | -10.4% | +506.2% | -516.6% | -33.4% |
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