-21.8%
WDAY vs FLUT
-41.5%
+19.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.7% |
| 7D | -4.4% | -1.6% | -2.7% | -3.9% |
| 30D | +14.7% | +7.7% | +7.0% | +12.0% |
| 3M | +32.4% | -0.7% | +33.1% | +32.3% |
| 6M | +36.9% | -11.2% | +48.0% | +40.5% |
| YTD | -8.8% | -53.4% | +44.6% | +7.5% |
| 1Y | -15.3% | -65.8% | +50.5% | +6.2% |
| All | -21.8% | -41.5% | +19.7% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling