-26.1%
FLUT vs WAT
+223.8%
-249.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.8% |
| 7D | -1.2% | +2.0% | -3.2% | -1.5% |
| 30D | +5.0% | +7.7% | -2.7% | +3.6% |
| 3M | -16.4% | +11.1% | -27.5% | -18.0% |
| 6M | -14.6% | +31.2% | -45.8% | -18.7% |
| YTD | -61.9% | +21.7% | -83.6% | -63.5% |
| 1Y | -65.0% | +19.3% | -84.4% | -66.4% |
| 3Y | -44.8% | +80.6% | -125.4% | -51.0% |
| 5Y | -49.9% | +29.5% | -79.4% | -54.3% |
| All | -26.1% | +223.8% | -249.9% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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