+2,054.3%
FLUT vs WAT
+1,560.8%
+493.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -1.3% | -0.4% | -1.5% |
| 30D | +7.7% | +2.3% | +5.4% | +7.5% |
| 3M | -0.7% | +8.7% | -9.5% | -1.6% |
| 6M | -11.2% | +28.3% | -39.5% | -13.4% |
| YTD | -53.4% | +7.8% | -61.2% | -54.0% |
| 1Y | -65.8% | +36.6% | -102.4% | -66.9% |
| 3Y | -44.9% | +45.7% | -90.6% | -47.3% |
| 5Y | -49.7% | -3.3% | -46.4% | -51.0% |
| 10Y | -9.7% | +162.1% | -171.8% | -15.9% |
| All | +2,054.3% | +1,560.8% | +493.5% | +1,798.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling