+2,054.3%
FLUT vs WWD
+5,136.6%
-3,082.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.2% | -2.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.7% |
| 30D | +7.7% | -7.2% | +14.9% | +8.3% |
| 3M | -0.7% | -3.8% | +3.1% | -0.6% |
| 6M | -11.2% | -9.9% | -1.2% | -10.7% |
| YTD | -53.4% | +14.8% | -68.3% | -54.2% |
| 1Y | -65.8% | +42.1% | -107.8% | -66.9% |
| 3Y | -44.9% | +170.8% | -215.7% | -49.2% |
| 5Y | -49.7% | +197.5% | -247.2% | -54.1% |
| 10Y | -9.7% | +477.8% | -487.5% | -20.6% |
| All | +2,054.3% | +5,136.6% | -3,082.3% | +1,693.4% |
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