+1,645.8%
FLUT vs WCN
+3,300.3%
-1,654.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -0.7% | +2.6% | -3.3% | -1.0% |
| 30D | +9.3% | +23.9% | -14.7% | +6.6% |
| 3M | -17.5% | +17.4% | -34.9% | -19.0% |
| 6M | -14.6% | +28.0% | -42.6% | -17.0% |
| YTD | -62.3% | +11.6% | -73.8% | -62.8% |
| 1Y | -59.6% | +16.9% | -76.5% | -60.4% |
| 3Y | -45.3% | +51.6% | -96.9% | -47.6% |
| 5Y | -50.4% | +48.0% | -98.4% | -52.5% |
| 10Y | -26.8% | +322.6% | -349.4% | -34.2% |
| All | +1,645.8% | +3,300.3% | -1,654.5% | +1,341.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling