+1,739.7%
FLUT vs WWD
+5,020.6%
-3,280.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.5% |
| 7D | +4.5% | +3.7% | +0.8% | +4.2% |
| 30D | +9.2% | +1.8% | +7.4% | +9.0% |
| 3M | -13.7% | -5.0% | -8.7% | -13.5% |
| 6M | -9.0% | -8.4% | -0.6% | -8.7% |
| YTD | -60.2% | +12.3% | -72.5% | -60.8% |
| 1Y | -63.1% | +26.2% | -89.4% | -64.0% |
| 3Y | -42.5% | +154.6% | -197.0% | -46.8% |
| 5Y | -47.6% | +195.3% | -242.8% | -52.2% |
| 10Y | -22.9% | +466.3% | -489.2% | -32.2% |
| All | +1,739.7% | +5,020.6% | -3,280.9% | +1,432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling