+63.3%
WM vs FLUT
-52.8%
+116.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +1.1% |
| 7D | +4.5% | +4.8% | -0.3% | +4.3% |
| 30D | +16.1% | +8.8% | +7.2% | +15.6% |
| 3M | +8.0% | -10.7% | +18.7% | +8.4% |
| 6M | +8.4% | -19.7% | +28.1% | +9.2% |
| YTD | +11.2% | -61.4% | +72.6% | +14.8% |
| 1Y | +22.3% | -61.6% | +83.9% | +26.1% |
| 3Y | +50.2% | -51.4% | +101.7% | +53.0% |
| 5Y | +63.3% | -51.0% | +114.3% | +60.4% |
| All | +63.3% | -52.8% | +116.0% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling