-66.0%
FLUT vs WAT
+30.7%
-96.6%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.4% |
| 7D | -2.6% | -1.8% | -0.8% | -2.4% |
| 30D | +5.4% | -1.7% | +7.1% | +5.5% |
| 3M | -10.8% | +9.1% | -19.8% | -11.8% |
| 6M | -9.2% | +32.4% | -41.6% | -13.5% |
| YTD | -53.8% | +6.6% | -60.4% | -55.1% |
| 1Y | -66.0% | +34.7% | -100.7% | -67.0% |
| All | -66.0% | +30.7% | -96.6% | -67.0% |
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