-11.0%
FLUT vs WSM
+1,058.9%
-1,069.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | -0.3% | -10.7% | +10.4% | +0.7% |
| 3M | -12.6% | +8.5% | -21.1% | -13.4% |
| 6M | -8.0% | +19.6% | -27.6% | -9.8% |
| YTD | -54.1% | +26.6% | -80.7% | -55.3% |
| 1Y | -66.1% | +12.0% | -78.1% | -66.6% |
| 3Y | -45.0% | +226.6% | -271.7% | -50.3% |
| 5Y | -51.2% | +174.1% | -225.4% | -56.2% |
| All | -11.0% | +1,058.9% | -1,069.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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