+1,626.1%
WM vs FLUT
+2,054.3%
-428.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -1.2% |
| 7D | -0.3% | -1.6% | +1.3% | -0.3% |
| 30D | -2.4% | +7.7% | -10.1% | -2.5% |
| 3M | +0.4% | -0.7% | +1.1% | +0.4% |
| 6M | -9.5% | -11.2% | +1.7% | -9.4% |
| YTD | +0.5% | -53.4% | +53.9% | +1.4% |
| 1Y | -1.1% | -65.8% | +64.7% | +0.1% |
| 3Y | +46.0% | -44.9% | +91.0% | +46.8% |
| 5Y | +51.8% | -49.7% | +101.5% | +52.1% |
| 10Y | +307.5% | -9.7% | +317.2% | +306.8% |
| All | +1,626.1% | +2,054.3% | -428.2% | +1,582.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling