+330.8%
WM vs FLUT
-26.1%
+356.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.7% |
| 7D | +1.2% | -1.2% | +2.4% | +1.2% |
| 30D | +15.2% | +5.0% | +10.2% | +15.1% |
| 3M | +8.3% | -16.4% | +24.8% | +8.8% |
| 6M | +13.1% | -14.6% | +27.7% | +13.5% |
| YTD | +12.5% | -61.9% | +74.4% | +15.0% |
| 1Y | +21.8% | -65.0% | +86.8% | +24.7% |
| 3Y | +48.8% | -44.8% | +93.6% | +50.4% |
| 5Y | +62.1% | -49.9% | +112.0% | +62.8% |
| All | +330.8% | -26.1% | +356.9% | +339.9% |
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