-49.2%
FLUT vs WST
-25.8%
-23.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +6.3% | -4.6% | +10.9% | +7.2% |
| 3M | -4.0% | +5.7% | -9.7% | -5.2% |
| 6M | -10.3% | +37.6% | -47.9% | -15.9% |
| YTD | -53.2% | +23.0% | -76.2% | -55.2% |
| 1Y | -65.0% | +33.8% | -98.9% | -67.2% |
| 3Y | -43.9% | -13.4% | -30.5% | -44.9% |
| 5Y | -49.2% | -27.0% | -22.3% | -52.2% |
| All | -49.2% | -25.8% | -23.5% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling