+1,658.1%
FLUT vs WEC
+1,877.1%
-218.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.5% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +7.7% | +12.3% | -4.6% | +7.3% |
| 3M | -12.2% | +8.3% | -20.4% | -12.4% |
| 6M | -17.6% | +3.5% | -21.0% | -17.7% |
| YTD | -62.0% | +12.7% | -74.7% | -62.2% |
| 1Y | -62.3% | +8.2% | -70.4% | -62.4% |
| 3Y | -52.0% | +55.9% | -107.8% | -52.9% |
| 5Y | -51.8% | +51.2% | -103.0% | -52.7% |
| 10Y | -26.3% | +177.6% | -203.9% | -29.8% |
| All | +1,658.1% | +1,877.1% | -218.9% | +1,407.0% |
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