-63.0%
FLUT vs WETO
-99.4%
+36.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.3% | +1.9% |
| 7D | +0.4% | -4.3% | +4.8% | +0.4% |
| 30D | +2.5% | -39.9% | +42.4% | +0.4% |
| 3M | -9.2% | -97.9% | +88.7% | -10.1% |
| 6M | -8.2% | -95.0% | +86.8% | -11.9% |
| YTD | -53.2% | -97.2% | +43.9% | -54.7% |
| 1Y | -65.6% | -98.9% | +33.3% | -66.2% |
| All | -63.0% | -99.4% | +36.4% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling