-49.5%
FLUT vs WAT
-2.9%
-46.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -1.6% | -1.3% | -0.4% | -1.3% |
| 30D | +7.7% | +2.3% | +5.4% | +7.2% |
| 3M | -0.7% | +8.7% | -9.5% | -2.9% |
| 6M | -11.2% | +28.3% | -39.5% | -17.1% |
| YTD | -53.4% | +7.8% | -61.2% | -54.8% |
| 1Y | -65.8% | +36.6% | -102.4% | -68.9% |
| 3Y | -44.9% | +45.7% | -90.6% | -53.1% |
| All | -49.5% | -2.9% | -46.6% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling