+528.7%
WDC vs FLUT
-50.5%
+579.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -28.0% | -1.1% | -26.9% | -28.0% |
| 30D | -34.9% | +7.7% | -42.6% | -36.0% |
| 3M | -41.6% | -12.2% | -29.4% | -40.8% |
| 6M | -45.4% | -17.6% | -27.8% | -45.2% |
| YTD | +53.3% | -62.0% | +115.3% | +85.7% |
| 1Y | +61.5% | -62.3% | +123.8% | +95.5% |
| 3Y | +712.3% | -52.0% | +764.3% | +810.3% |
| All | +528.7% | -50.5% | +579.2% | +550.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling