+21.2%
WM vs FLUT
-63.2%
+84.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +3.2% | -0.7% | +3.9% | +3.2% |
| 30D | +13.0% | +9.3% | +3.8% | +12.5% |
| 3M | +9.2% | -17.5% | +26.7% | +10.0% |
| 6M | +13.6% | -14.6% | +28.3% | +15.0% |
| YTD | +12.4% | -62.3% | +74.7% | +14.7% |
| 1Y | +21.2% | -59.6% | +80.9% | +22.7% |
| All | +21.2% | -63.2% | +84.4% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling