-51.2%
FLUT vs WTW
+42.3%
-93.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -3.6% | -7.8% | +4.2% | -0.6% |
| 30D | -0.3% | -7.9% | +7.5% | +2.8% |
| 3M | -12.6% | +19.9% | -32.6% | -18.4% |
| 6M | -8.0% | +9.8% | -17.8% | -11.7% |
| YTD | -54.1% | -3.3% | -50.8% | -54.2% |
| 1Y | -66.1% | -3.3% | -62.8% | -66.3% |
| 3Y | -45.0% | +61.5% | -106.6% | -57.5% |
| 5Y | -51.2% | +42.6% | -93.8% | -62.1% |
| All | -51.2% | +42.3% | -93.5% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling