-9.7%
FLUT vs WST
+324.6%
-334.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -1.6% | +0.7% | -2.4% | -1.7% |
| 30D | +7.7% | -3.1% | +10.9% | +8.3% |
| 3M | -0.7% | +7.2% | -7.9% | -1.8% |
| 6M | -11.2% | +36.8% | -48.0% | -15.5% |
| YTD | -53.4% | +23.8% | -77.3% | -55.1% |
| 1Y | -65.8% | +37.8% | -103.5% | -67.6% |
| 3Y | -44.9% | -15.9% | -29.0% | -45.8% |
| 5Y | -49.7% | -25.8% | -23.9% | -52.5% |
| All | -9.7% | +324.6% | -334.3% | -18.3% |
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