-10.4%
FLUT vs WAT
+156.2%
-166.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -2.6% | -1.8% | -0.8% | -2.3% |
| 30D | +5.4% | -1.7% | +7.1% | +5.7% |
| 3M | -10.8% | +9.1% | -19.8% | -12.1% |
| 6M | -9.2% | +32.4% | -41.6% | -13.6% |
| YTD | -53.8% | +6.6% | -60.4% | -54.6% |
| 1Y | -66.0% | +34.7% | -100.7% | -67.8% |
| 3Y | -44.7% | +53.6% | -98.3% | -49.4% |
| 5Y | -50.6% | -4.1% | -46.5% | -53.5% |
| 10Y | -10.4% | +167.9% | -178.3% | -18.4% |
| All | -10.4% | +156.2% | -166.6% | -18.4% |
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