+136.8%
WDAY vs FLUT
-26.1%
+162.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.5% |
| 7D | -4.8% | -1.2% | -3.6% | -4.6% |
| 30D | +2.5% | +5.0% | -2.5% | +1.4% |
| 3M | +8.8% | -16.4% | +25.2% | +12.0% |
| 6M | +60.7% | -14.6% | +75.3% | +64.9% |
| YTD | -11.2% | -61.9% | +50.6% | +3.1% |
| 1Y | -15.6% | -65.0% | +49.4% | -0.9% |
| 3Y | -17.1% | -44.8% | +27.7% | -9.3% |
| 5Y | -35.7% | -49.9% | +14.2% | -31.6% |
| All | +136.8% | -26.1% | +162.8% | +161.5% |
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