+642.9%
WDC vs FLUT
-26.8%
+669.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.9% |
| 7D | +12.1% | -0.7% | +12.8% | +12.2% |
| 30D | -18.8% | +9.3% | -28.1% | -19.8% |
| 3M | -39.3% | -17.5% | -21.8% | -38.3% |
| 6M | -40.1% | -14.6% | -25.5% | -40.1% |
| YTD | +71.8% | -62.3% | +134.1% | +93.7% |
| 1Y | +88.5% | -59.6% | +148.1% | +110.0% |
| 3Y | +770.0% | -45.3% | +815.3% | +829.7% |
| 5Y | +549.0% | -50.4% | +599.5% | +578.6% |
| All | +642.9% | -26.8% | +669.7% | +693.5% |
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