-46.0%
FLUT vs WCC
+135.0%
-181.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.8% | -1.2% |
| 7D | -6.5% | -5.7% | -0.8% | -5.7% |
| 30D | +2.8% | -13.5% | +16.2% | +5.1% |
| 3M | -13.5% | -12.9% | -0.6% | -12.0% |
| 6M | -19.0% | -10.7% | -8.3% | -19.1% |
| YTD | -61.9% | +30.0% | -91.9% | -66.8% |
| 1Y | -63.2% | +24.7% | -87.9% | -67.5% |
| 3Y | -46.0% | +136.6% | -182.6% | -63.2% |
| All | -46.0% | +135.0% | -181.0% | -63.2% |
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