+130.8%
WMT vs FLUT
-48.5%
+179.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -0.2% | -2.6% | +2.4% | -0.1% |
| 30D | -5.8% | +5.4% | -11.2% | -6.1% |
| 3M | -10.8% | -10.8% | 0.0% | -10.4% |
| 6M | -14.3% | -9.2% | -5.1% | -14.2% |
| YTD | -4.4% | -53.8% | +49.4% | -0.9% |
| 1Y | +4.3% | -66.0% | +70.3% | +10.0% |
| 3Y | +100.1% | -44.7% | +144.7% | +105.0% |
| 5Y | +130.8% | -50.6% | +181.4% | +138.8% |
| All | +130.8% | -48.5% | +179.3% | +138.8% |
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