-10.4%
FLUT vs WEC
+141.2%
-151.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.3% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | +5.4% | +0.9% | +4.5% | +5.3% |
| 3M | -10.8% | -5.3% | -5.4% | -10.6% |
| 6M | -9.2% | -6.6% | -2.6% | -9.1% |
| YTD | -53.8% | +3.3% | -57.1% | -53.9% |
| 1Y | -66.0% | +2.1% | -68.0% | -66.0% |
| 3Y | -44.7% | +39.6% | -84.2% | -45.5% |
| 5Y | -50.6% | +31.2% | -81.7% | -51.3% |
| 10Y | -10.4% | +148.4% | -158.8% | -12.8% |
| All | -10.4% | +141.2% | -151.6% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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