+16,090.3%
WDC vs FLUT
+2,054.3%
+14,036.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.0% | +6.0% |
| 7D | +1.7% | -1.6% | +3.4% | +1.8% |
| 30D | -10.0% | +7.7% | -17.7% | -10.4% |
| 3M | -18.8% | -0.7% | -18.0% | -19.1% |
| 6M | +79.0% | -11.2% | +90.2% | +79.2% |
| YTD | +171.6% | -53.4% | +225.0% | +183.5% |
| 1Y | +417.4% | -65.8% | +483.1% | +451.0% |
| 3Y | +1,251.8% | -44.9% | +1,296.7% | +1,294.1% |
| 5Y | +911.7% | -49.7% | +961.4% | +931.6% |
| 10Y | +1,399.6% | -9.7% | +1,409.4% | +1,404.9% |
| All | +16,090.3% | +2,054.3% | +14,036.0% | +15,228.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling