-63.7%
FLUT vs WETO
-99.4%
+35.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.7% | -0.6% |
| 7D | -3.6% | -19.9% | +16.3% | -3.6% |
| 30D | -0.3% | -42.7% | +42.3% | -2.3% |
| 3M | -12.6% | -97.7% | +85.1% | -13.5% |
| 6M | -8.0% | -94.4% | +86.4% | -11.8% |
| YTD | -54.1% | -97.0% | +42.9% | -55.5% |
| 1Y | -66.1% | -98.9% | +32.7% | -66.7% |
| All | -63.7% | -99.4% | +35.7% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling