+336.3%
WBD vs FLUT
+354.8%
-18.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.7% | -67.1% | +101.7% | +36.4% |
| 7D | +34.7% | -67.1% | +101.7% | +36.4% |
| 30D | +34.7% | -67.1% | +101.7% | +36.4% |
| 3M | +34.7% | -67.1% | +101.7% | +36.4% |
| 6M | +34.7% | -67.1% | +101.7% | +36.4% |
| YTD | +34.7% | -67.1% | +101.7% | +36.4% |
| 1Y | +63.0% | -70.5% | +133.4% | +66.7% |
| 3Y | +206.7% | -52.9% | +259.6% | +200.3% |
| 5Y | +18.4% | -61.7% | +80.1% | +15.3% |
| 10Y | +11.8% | -31.7% | +43.5% | +4.0% |
| All | +336.3% | +354.8% | -18.5% | +249.4% |
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