-49.2%
FLUT vs WWD
+192.1%
-241.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.2% |
| 7D | +3.8% | +0.8% | +3.0% | +3.5% |
| 30D | +6.3% | -6.4% | +12.7% | +8.1% |
| 3M | -4.0% | -5.6% | +1.6% | -3.5% |
| 6M | -10.3% | -9.1% | -1.2% | -9.3% |
| YTD | -53.2% | +12.5% | -65.7% | -56.4% |
| 1Y | -65.0% | +41.3% | -106.4% | -70.2% |
| 3Y | -43.9% | +170.2% | -214.1% | -63.5% |
| 5Y | -49.2% | +192.5% | -241.7% | -69.7% |
| All | -49.2% | +192.1% | -241.3% | -69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling