+148.4%
WBD vs FLUT
-42.5%
+190.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -0.7% | +3.8% | -4.5% | -1.5% |
| 30D | +5.0% | +6.3% | -1.3% | +3.4% |
| 3M | +6.2% | -4.0% | +10.3% | +6.3% |
| 6M | +0.6% | -10.3% | +10.9% | +1.7% |
| YTD | -2.4% | -53.2% | +50.7% | +16.1% |
| 1Y | +127.7% | -65.0% | +192.7% | +191.6% |
| 3Y | +148.4% | -43.9% | +192.3% | +180.0% |
| All | +148.4% | -42.5% | +190.9% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 3y: compounded portfolio wealth divided by compounded FLUT 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…
3y analysis · Full analysis span regression · 6 months rolling