-26.8%
FLUT vs GWW
+658.3%
-685.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -0.7% | +3.6% | -4.3% | -1.2% |
| 30D | +9.3% | +12.1% | -2.9% | +7.5% |
| 3M | -17.5% | +12.9% | -30.4% | -19.0% |
| 6M | -14.6% | +19.3% | -33.9% | -16.8% |
| YTD | -62.3% | +48.7% | -111.0% | -64.5% |
| 1Y | -59.6% | +60.5% | -120.1% | -62.4% |
| 3Y | -45.3% | +93.3% | -138.6% | -50.1% |
| 5Y | -50.4% | +219.0% | -269.4% | -56.8% |
| All | -26.8% | +658.3% | -685.1% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling