-9.3%
FLUT vs WTW
+198.0%
-207.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +0.4% | -5.7% | +6.2% | +1.6% |
| 30D | +2.5% | -7.3% | +9.8% | +4.1% |
| 3M | -9.2% | +21.5% | -30.7% | -12.5% |
| 6M | -8.2% | +9.6% | -17.9% | -10.1% |
| YTD | -53.2% | -3.3% | -50.0% | -53.3% |
| 1Y | -65.6% | -6.1% | -59.4% | -65.5% |
| 3Y | -43.6% | +61.8% | -105.4% | -48.5% |
| 5Y | -50.3% | +42.7% | -93.0% | -54.2% |
| All | -9.3% | +198.0% | -207.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling