+113.2%
WDC vs FLUT
-63.1%
+176.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.3% | -4.4% | -7.2% |
| 7D | -18.3% | +4.2% | -22.5% | -17.6% |
| 30D | -26.7% | +8.0% | -34.7% | -25.6% |
| 3M | -40.9% | -22.1% | -18.9% | -43.0% |
| 6M | -26.8% | -21.7% | -5.1% | -28.3% |
| YTD | +88.2% | -62.0% | +150.1% | +106.7% |
| 1Y | +113.2% | -63.2% | +176.4% | +135.6% |
| All | +113.2% | -63.1% | +176.3% | +135.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling