-43.9%
FLUT vs WCC
+137.6%
-181.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | 0.0% |
| 7D | +3.8% | +8.5% | -4.7% | +1.8% |
| 30D | +6.3% | -1.0% | +7.3% | +6.3% |
| 3M | -4.0% | +2.1% | -6.2% | -5.6% |
| 6M | -10.3% | +36.8% | -47.1% | -20.7% |
| YTD | -53.2% | +47.7% | -100.9% | -60.0% |
| 1Y | -65.0% | +66.5% | -131.6% | -71.6% |
| 3Y | -43.9% | +134.2% | -178.1% | -63.7% |
| All | -43.9% | +137.6% | -181.5% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling