-59.6%
FLUT vs WAT
+20.2%
-79.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -0.7% | +0.6% | -1.3% | -0.7% |
| 30D | +9.3% | +5.4% | +3.8% | +8.6% |
| 3M | -17.5% | +11.3% | -28.8% | -18.8% |
| 6M | -14.6% | +37.4% | -52.0% | -18.6% |
| YTD | -62.3% | +21.2% | -83.4% | -64.1% |
| 1Y | -59.6% | +21.3% | -81.0% | -61.5% |
| All | -59.6% | +20.2% | -79.8% | -61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling