-10.4%
FLUT vs WAB
+282.7%
-293.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +5.4% | -4.6% | +9.9% | +6.3% |
| 3M | -10.8% | +5.6% | -16.4% | -12.0% |
| 6M | -9.2% | +13.8% | -23.0% | -12.1% |
| YTD | -53.8% | +31.9% | -85.7% | -56.7% |
| 1Y | -66.0% | +48.3% | -114.2% | -68.8% |
| 3Y | -44.7% | +167.1% | -211.8% | -54.2% |
| 5Y | -50.6% | +222.9% | -273.5% | -60.3% |
| 10Y | -10.4% | +289.9% | -300.3% | -29.4% |
| All | -10.4% | +282.7% | -293.1% | -29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling