+1,658.1%
FLUT vs WST
+9,986.5%
-8,328.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -1.1% | -3.1% | +2.0% | -0.8% |
| 30D | +7.7% | +9.1% | -1.4% | +6.7% |
| 3M | -12.2% | +14.7% | -26.9% | -13.4% |
| 6M | -17.6% | +28.0% | -45.6% | -19.7% |
| YTD | -62.0% | +45.6% | -107.7% | -63.6% |
| 1Y | -62.3% | +45.7% | -107.9% | -63.8% |
| 3Y | -52.0% | +21.1% | -73.0% | -54.3% |
| 5Y | -51.8% | +0.3% | -52.1% | -54.1% |
| 10Y | -26.3% | +449.0% | -475.3% | -35.6% |
| All | +1,658.1% | +9,986.5% | -8,328.4% | +1,119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling