-22.9%
FLUT vs WST
+452.9%
-475.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +4.5% | +1.1% | +3.5% | +4.3% |
| 30D | +9.2% | +12.4% | -3.2% | +7.2% |
| 3M | -13.7% | +17.6% | -31.2% | -15.9% |
| 6M | -9.0% | +28.3% | -37.3% | -12.6% |
| YTD | -60.2% | +50.5% | -110.7% | -62.9% |
| 1Y | -63.1% | +49.4% | -112.5% | -65.5% |
| 3Y | -42.5% | +21.9% | -64.3% | -46.8% |
| 5Y | -47.6% | +0.4% | -47.9% | -52.4% |
| 10Y | -22.9% | +451.5% | -474.4% | -37.9% |
| All | -22.9% | +452.9% | -475.8% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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