-43.6%
FLUT vs WTW
+61.9%
-105.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +0.4% | -5.7% | +6.2% | +2.0% |
| 30D | +2.5% | -7.3% | +9.8% | +4.6% |
| 3M | -9.2% | +21.5% | -30.7% | -13.3% |
| 6M | -8.2% | +9.6% | -17.9% | -11.0% |
| YTD | -53.2% | -3.3% | -50.0% | -53.9% |
| 1Y | -65.6% | -6.1% | -59.4% | -65.9% |
| 3Y | -43.6% | +61.8% | -105.4% | -43.0% |
| All | -43.6% | +61.9% | -105.5% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling