+133.0%
WMT vs FLUT
-45.4%
+178.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.7% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | +12.4% | +5.0% | +7.4% | +12.0% |
| 3M | +9.0% | -16.4% | +25.5% | +10.1% |
| 6M | -3.0% | -14.6% | +11.6% | -2.3% |
| YTD | +14.0% | -61.9% | +75.9% | +22.0% |
| 1Y | +23.0% | -65.0% | +88.1% | +32.6% |
| All | +133.0% | -45.4% | +178.3% | +142.7% |
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 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