+2,054.3%
FLUT vs WCC
+8,991.4%
-6,937.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.0% | -2.5% |
| 7D | -1.6% | +4.5% | -6.1% | -2.0% |
| 30D | +7.7% | -5.8% | +13.5% | +8.2% |
| 3M | -0.7% | -3.7% | +2.9% | -0.8% |
| 6M | -11.2% | +23.1% | -34.2% | -13.4% |
| YTD | -53.4% | +44.2% | -97.6% | -55.3% |
| 1Y | -65.8% | +62.1% | -127.9% | -67.5% |
| 3Y | -44.9% | +121.1% | -166.0% | -49.3% |
| 5Y | -49.7% | +214.0% | -263.7% | -54.7% |
| 10Y | -9.7% | +472.8% | -482.5% | -20.9% |
| All | +2,054.3% | +8,991.4% | -6,937.2% | +1,764.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling