+66.3%
WDC vs FLUT
-63.4%
+129.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.1% |
| 7D | -16.7% | -1.5% | -15.3% | -16.9% |
| 30D | -27.2% | +3.4% | -30.6% | -26.6% |
| 3M | -34.0% | -12.5% | -21.5% | -35.2% |
| 6M | -39.7% | -18.5% | -21.3% | -41.2% |
| YTD | +68.1% | -61.6% | +129.7% | +83.8% |
| 1Y | +66.3% | -64.1% | +130.4% | +84.2% |
| All | +66.3% | -63.4% | +129.7% | +84.2% |
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