+337.6%
WELL vs FLUT
-9.2%
+346.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -1.3% | +3.8% | -5.1% | -1.5% |
| 30D | +0.5% | +6.3% | -5.8% | +0.2% |
| 3M | +19.1% | -4.0% | +23.1% | +19.1% |
| 6M | +17.0% | -10.3% | +27.3% | +17.3% |
| YTD | +29.2% | -53.2% | +82.4% | +33.8% |
| 1Y | +42.1% | -65.0% | +107.2% | +49.4% |
| 3Y | +204.5% | -43.9% | +248.4% | +209.4% |
| 5Y | +211.0% | -49.2% | +260.2% | +212.1% |
| 10Y | +337.6% | -9.2% | +346.8% | +362.7% |
| All | +337.6% | -9.2% | +346.8% | +362.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling