-65.0%
FLUT vs WCN
+15.9%
-81.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -1.2% | +1.2% | -2.4% | -1.6% |
| 30D | +5.0% | +26.4% | -21.4% | -3.2% |
| 3M | -16.4% | +17.5% | -33.9% | -20.8% |
| 6M | -14.6% | +28.7% | -43.3% | -20.4% |
| YTD | -61.9% | +11.5% | -73.4% | -63.1% |
| 1Y | -65.0% | +15.9% | -80.9% | -67.0% |
| All | -65.0% | +15.9% | -81.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling