+9,919.5%
WDC vs FLUT
+1,675.5%
+8,244.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -16.7% | -1.5% | -15.3% | -16.7% |
| 30D | -27.2% | +3.4% | -30.6% | -27.4% |
| 3M | -34.0% | -12.5% | -21.5% | -33.7% |
| 6M | -39.7% | -18.5% | -21.3% | -39.5% |
| YTD | +68.1% | -61.6% | +129.7% | +77.1% |
| 1Y | +66.3% | -64.1% | +130.4% | +76.0% |
| 3Y | +754.4% | -44.5% | +798.9% | +781.4% |
| 5Y | +595.8% | -51.3% | +647.1% | +613.5% |
| 10Y | +660.4% | -25.6% | +686.0% | +670.0% |
| All | +9,919.5% | +1,675.5% | +8,244.0% | +9,472.6% |
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