-63.2%
FLUT vs GWW
+55.5%
-118.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.5% | -8.9% | -2.5% |
| 7D | +4.2% | +11.1% | -6.9% | +3.7% |
| 30D | +8.0% | +15.7% | -7.7% | +7.3% |
| 3M | -22.1% | +14.8% | -36.8% | -22.6% |
| 6M | -21.7% | +30.9% | -52.6% | -22.9% |
| YTD | -62.0% | +48.5% | -110.4% | -64.6% |
| 1Y | -63.2% | +57.1% | -120.3% | -67.3% |
| All | -63.2% | +55.5% | -118.6% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling