-63.2%
FLUT vs WAB
+46.5%
-109.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.3% |
| 7D | +4.2% | +4.5% | -0.4% | +4.4% |
| 30D | +8.0% | +1.1% | +6.9% | +8.1% |
| 3M | -22.1% | -1.3% | -20.8% | -22.0% |
| 6M | -21.7% | +12.7% | -34.4% | -21.9% |
| YTD | -62.0% | +38.7% | -100.6% | -68.7% |
| 1Y | -63.2% | +44.9% | -108.1% | -71.9% |
| All | -63.2% | +46.5% | -109.7% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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