-10.4%
FLUT vs WWD
+479.8%
-490.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.6% | +0.6% | -3.2% | -2.7% |
| 30D | +5.4% | -5.1% | +10.5% | +6.2% |
| 3M | -10.8% | -11.2% | +0.5% | -9.4% |
| 6M | -9.2% | -12.0% | +2.8% | -8.0% |
| YTD | -53.8% | +12.0% | -65.8% | -55.3% |
| 1Y | -66.0% | +42.8% | -108.8% | -68.6% |
| 3Y | -44.7% | +168.9% | -213.6% | -54.2% |
| 5Y | -50.6% | +192.2% | -242.8% | -60.2% |
| 10Y | -10.4% | +495.3% | -505.7% | -29.3% |
| All | -10.4% | +479.8% | -490.2% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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