+1,675.5%
FLUT vs WEC
+1,896.5%
-221.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.6% |
| 7D | -1.5% | +1.4% | -2.9% | -1.5% |
| 30D | +3.4% | +12.8% | -9.4% | +3.0% |
| 3M | -12.5% | +11.2% | -23.7% | -12.8% |
| 6M | -18.5% | +6.6% | -25.1% | -18.7% |
| YTD | -61.6% | +13.8% | -75.5% | -61.8% |
| 1Y | -64.1% | +7.6% | -71.7% | -64.2% |
| 3Y | -44.5% | +62.2% | -106.7% | -45.6% |
| 5Y | -51.3% | +52.0% | -103.2% | -52.2% |
| 10Y | -25.6% | +189.4% | -215.0% | -29.2% |
| All | +1,675.5% | +1,896.5% | -221.0% | +1,421.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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