+2,054.3%
FLUT vs WAB
+4,434.5%
-2,380.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.2% |
| 7D | -1.6% | -3.2% | +1.6% | -1.4% |
| 30D | +7.7% | -4.4% | +12.2% | +8.1% |
| 3M | -0.7% | +7.9% | -8.6% | -1.5% |
| 6M | -11.2% | +8.7% | -19.9% | -12.0% |
| YTD | -53.4% | +33.0% | -86.4% | -54.7% |
| 1Y | -65.8% | +46.7% | -112.4% | -66.9% |
| 3Y | -44.9% | +153.0% | -197.9% | -48.8% |
| 5Y | -49.7% | +222.3% | -272.0% | -53.9% |
| 10Y | -9.7% | +291.0% | -300.7% | -18.4% |
| All | +2,054.3% | +4,434.5% | -2,380.2% | +1,801.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling