-44.5%
FLUT vs WAB
+175.0%
-219.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.2% |
| 7D | -1.5% | +4.0% | -5.5% | -2.6% |
| 30D | +3.4% | +6.3% | -2.9% | +1.5% |
| 3M | -12.5% | +3.3% | -15.8% | -13.5% |
| 6M | -18.5% | +14.5% | -32.9% | -22.7% |
| YTD | -61.6% | +42.7% | -104.3% | -67.7% |
| 1Y | -64.1% | +45.2% | -109.3% | -70.0% |
| 3Y | -44.5% | +173.8% | -218.2% | -63.6% |
| All | -44.5% | +175.0% | -219.5% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling