-9.3%
FLUT vs WCN
+235.9%
-245.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +0.4% | -3.1% | +3.6% | +1.1% |
| 30D | +2.5% | -3.4% | +5.9% | +3.3% |
| 3M | -9.2% | +3.0% | -12.2% | -9.6% |
| 6M | -8.2% | -3.8% | -4.5% | -7.5% |
| YTD | -53.2% | -8.3% | -44.9% | -52.5% |
| 1Y | -65.6% | -9.7% | -55.8% | -65.0% |
| 3Y | -43.6% | +17.2% | -60.7% | -44.9% |
| 5Y | -50.3% | +25.3% | -75.6% | -52.1% |
| All | -9.3% | +235.9% | -245.2% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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