-25.6%
FLUT vs WAT
+228.2%
-253.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | +3.4% | -4.9% | -2.0% |
| 30D | +3.4% | +9.6% | -6.2% | +1.8% |
| 3M | -12.5% | +15.5% | -28.0% | -14.7% |
| 6M | -18.5% | +33.9% | -52.4% | -22.6% |
| YTD | -61.6% | +25.2% | -86.8% | -63.4% |
| 1Y | -64.1% | +26.3% | -90.4% | -65.8% |
| 3Y | -44.5% | +85.8% | -130.3% | -50.9% |
| 5Y | -51.3% | +35.3% | -86.6% | -55.7% |
| 10Y | -25.6% | +231.8% | -257.4% | -36.1% |
| All | -25.6% | +228.2% | -253.8% | -36.1% |
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