+482.6%
FLUT vs WPM
+5,967.5%
-5,484.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +7.7% | +26.4% | -18.6% | +7.0% |
| 3M | -0.7% | +20.8% | -21.5% | -1.3% |
| 6M | -11.2% | +1.1% | -12.3% | -11.3% |
| YTD | -53.4% | +32.5% | -85.9% | -54.0% |
| 1Y | -65.8% | +51.5% | -117.3% | -66.4% |
| 3Y | -44.9% | +267.0% | -312.0% | -47.6% |
| 5Y | -49.7% | +250.1% | -299.8% | -52.3% |
| 10Y | -9.7% | +540.4% | -550.1% | -14.9% |
| All | +482.6% | +5,967.5% | -5,484.9% | +434.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 all: compounded portfolio wealth divided by compounded WPM 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…
all analysis · Full analysis span regression · 6 months rolling