+336.4%
WM vs FLUT
-26.3%
+362.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -2.0% |
| 7D | +1.2% | -1.1% | +2.3% | +1.2% |
| 30D | +13.1% | +7.7% | +5.4% | +12.8% |
| 3M | +3.6% | -12.2% | +15.8% | +3.9% |
| 6M | +8.1% | -17.6% | +25.6% | +8.6% |
| YTD | +8.9% | -62.0% | +70.9% | +11.3% |
| 1Y | +20.3% | -62.3% | +82.6% | +22.9% |
| 3Y | +46.2% | -52.0% | +98.1% | +48.2% |
| 5Y | +59.9% | -51.8% | +111.7% | +60.7% |
| All | +336.4% | -26.3% | +362.7% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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