+45.7%
WM vs FLUT
-46.0%
+91.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | +0.1% |
| 7D | -0.5% | -6.5% | +6.0% | -0.1% |
| 30D | +13.3% | +2.8% | +10.5% | +13.1% |
| 3M | +4.4% | -13.5% | +17.8% | +4.9% |
| 6M | +10.8% | -19.0% | +29.8% | +11.7% |
| YTD | +9.1% | -61.9% | +70.9% | +12.8% |
| 1Y | +19.1% | -63.2% | +82.4% | +23.2% |
| 3Y | +45.7% | -46.0% | +91.7% | +50.2% |
| All | +45.7% | -46.0% | +91.6% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling