-50.6%
FLUT vs WCN
+27.0%
-77.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -2.6% | -1.7% | -0.9% | -2.0% |
| 30D | +5.4% | -3.0% | +8.4% | +6.6% |
| 3M | -10.8% | +2.5% | -13.3% | -11.4% |
| 6M | -9.2% | -5.7% | -3.5% | -7.4% |
| YTD | -53.8% | -7.4% | -46.4% | -52.7% |
| 1Y | -66.0% | -8.6% | -57.4% | -65.0% |
| 3Y | -44.7% | +19.4% | -64.0% | -48.7% |
| 5Y | -50.6% | +27.2% | -77.8% | -56.8% |
| All | -50.6% | +27.0% | -77.6% | -56.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling