-49.2%
FLUT vs WAB
+231.1%
-280.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +3.8% | +1.7% | +2.2% | +3.1% |
| 30D | +6.3% | -2.4% | +8.7% | +7.3% |
| 3M | -4.0% | +9.7% | -13.7% | -8.6% |
| 6M | -10.3% | +16.5% | -26.8% | -17.7% |
| YTD | -53.2% | +33.7% | -86.9% | -60.1% |
| 1Y | -65.0% | +49.7% | -114.7% | -71.9% |
| 3Y | -43.9% | +170.9% | -214.8% | -67.2% |
| 5Y | -49.2% | +228.0% | -277.3% | -73.4% |
| All | -49.2% | +231.1% | -280.3% | -73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling