+992.2%
WDC vs FLUT
-50.1%
+1,042.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | +6.0% | +3.8% | +2.1% | +5.2% |
| 30D | +9.9% | +6.3% | +3.6% | +8.3% |
| 3M | -9.4% | -4.0% | -5.4% | -10.2% |
| 6M | +94.7% | -10.3% | +105.0% | +95.0% |
| YTD | +177.3% | -53.2% | +230.4% | +224.6% |
| 1Y | +412.4% | -65.0% | +477.5% | +544.4% |
| 3Y | +1,359.3% | -43.9% | +1,403.2% | +1,501.3% |
| 5Y | +992.2% | -49.2% | +1,041.5% | +992.9% |
| All | +992.2% | -50.1% | +1,042.4% | +992.9% |
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