+290.7%
WDAY vs FLUT
+17.0%
+273.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.4% |
| 7D | -4.0% | -6.5% | +2.5% | -3.1% |
| 30D | +1.9% | +2.8% | -0.8% | +1.4% |
| 3M | +5.9% | -13.5% | +19.3% | +7.8% |
| 6M | +48.8% | -19.0% | +67.8% | +53.1% |
| YTD | -11.4% | -61.9% | +50.4% | -0.4% |
| 1Y | -15.5% | -63.2% | +47.7% | -4.7% |
| 3Y | -15.6% | -46.0% | +30.4% | -8.9% |
| 5Y | -35.2% | -51.8% | +16.6% | -31.5% |
| 10Y | +123.9% | -26.1% | +149.9% | +137.6% |
| All | +290.7% | +17.0% | +273.7% | +318.5% |
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 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