+113.3%
WDAY vs FLUT
-10.4%
+123.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.1% |
| 7D | -7.4% | -2.6% | -4.8% | -6.9% |
| 30D | +1.0% | +5.4% | -4.4% | -0.1% |
| 3M | +32.7% | -10.8% | +43.4% | +35.3% |
| 6M | +25.6% | -9.2% | +34.8% | +27.5% |
| YTD | -13.4% | -53.8% | +40.4% | -2.5% |
| 1Y | -19.4% | -66.0% | +46.6% | -5.3% |
| 3Y | -25.8% | -44.7% | +18.9% | -19.6% |
| 5Y | -31.1% | -50.6% | +19.5% | -28.3% |
| 10Y | +113.3% | -10.4% | +123.7% | +128.8% |
| All | +113.3% | -10.4% | +123.7% | +128.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling