-44.6%
FLUT vs WSM
+226.4%
-271.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -0.3% | -10.7% | +10.4% | +1.7% |
| 3M | -12.6% | +8.5% | -21.1% | -14.1% |
| 6M | -8.0% | +19.6% | -27.6% | -11.4% |
| YTD | -54.1% | +26.6% | -80.7% | -56.3% |
| 1Y | -66.1% | +12.0% | -78.1% | -67.1% |
| All | -44.6% | +226.4% | -271.1% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling