-44.3%
FLUT vs GWW
+89.5%
-133.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +5.4% | -1.4% | +6.8% | +5.7% |
| 3M | -10.8% | -3.6% | -7.1% | -10.0% |
| 6M | -9.2% | +15.1% | -24.3% | -13.8% |
| YTD | -53.8% | +27.5% | -81.3% | -58.2% |
| 1Y | -66.0% | +29.6% | -95.6% | -69.5% |
| All | -44.3% | +89.5% | -133.7% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling