+298.2%
WBD vs FLUT
+501.2%
-203.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.2% |
| 7D | -1.8% | -1.6% | -0.2% | -1.7% |
| 30D | +8.8% | +7.7% | +1.0% | +7.9% |
| 3M | +4.6% | -0.7% | +5.3% | +4.3% |
| 6M | +1.1% | -11.2% | +12.2% | +1.6% |
| YTD | -2.0% | -53.4% | +51.5% | +4.6% |
| 1Y | +140.0% | -65.8% | +205.8% | +162.9% |
| 3Y | +144.4% | -44.9% | +189.3% | +155.7% |
| 5Y | -0.2% | -49.7% | +49.5% | +2.9% |
| 10Y | +9.1% | -9.7% | +18.8% | +7.6% |
| All | +298.2% | +501.2% | -203.0% | +237.7% |
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