+2,067.0%
FLUT vs WTW
+494.8%
+1,572.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.0% |
| 7D | +3.8% | -2.7% | +6.5% | +4.2% |
| 30D | +6.3% | -5.6% | +11.9% | +7.1% |
| 3M | -4.0% | +26.5% | -30.6% | -6.9% |
| 6M | -10.3% | +8.1% | -18.4% | -11.3% |
| YTD | -53.2% | -0.3% | -52.9% | -53.3% |
| 1Y | -65.0% | -0.9% | -64.2% | -65.2% |
| 3Y | -43.9% | +66.6% | -110.5% | -47.5% |
| 5Y | -49.2% | +54.0% | -103.2% | -52.1% |
| 10Y | -9.2% | +198.1% | -207.3% | -19.9% |
| All | +2,067.0% | +494.8% | +1,572.1% | +1,671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling