+1,739.7%
FLUT vs WAT
+1,810.3%
-70.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.7% |
| 7D | +4.5% | +0.7% | +3.8% | +4.4% |
| 30D | +9.2% | +9.0% | +0.2% | +8.3% |
| 3M | -13.7% | +13.5% | -27.1% | -14.8% |
| 6M | -9.0% | +35.3% | -44.3% | -11.8% |
| YTD | -60.2% | +24.0% | -84.2% | -61.3% |
| 1Y | -63.1% | +22.0% | -85.1% | -64.0% |
| 3Y | -42.5% | +84.0% | -126.5% | -46.1% |
| 5Y | -47.6% | +34.4% | -81.9% | -50.0% |
| 10Y | -22.9% | +231.4% | -254.3% | -29.4% |
| All | +1,739.7% | +1,810.3% | -70.7% | +1,498.3% |
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