+272.7%
WBD vs FLUT
+565.9%
-293.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +1.0% | 0.0% | +1.0% | +1.0% |
| 3M | +1.3% | 0.0% | +1.3% | +1.3% |
| 6M | -8.7% | -19.1% | +10.4% | -8.0% |
| YTD | -0.9% | -12.6% | +11.7% | -0.5% |
| 1Y | -13.6% | +30.1% | -43.8% | -15.3% |
| 3Y | -38.8% | +38.0% | -76.8% | -40.4% |
| 5Y | +19.3% | +108.8% | -89.5% | +13.1% |
| 10Y | +279.4% | +515.7% | -236.4% | +247.2% |
| All | +272.7% | +565.9% | -293.2% | +220.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling