-63.2%
FLUT vs WETO
-99.3%
+36.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +11.4% | -13.7% | -2.3% |
| 7D | +4.2% | +3.6% | +0.6% | +4.2% |
| 30D | +8.0% | -17.2% | +25.2% | +7.9% |
| 3M | -22.1% | -83.7% | +61.6% | -23.9% |
| 6M | -21.7% | -98.3% | +76.6% | -25.0% |
| YTD | -62.0% | -99.0% | +37.0% | -62.6% |
| 1Y | -63.2% | -99.4% | +36.2% | -61.8% |
| All | -63.2% | -99.3% | +36.1% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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