+455.3%
WELL vs FLUT
-26.1%
+481.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +3.5% | -6.5% | +10.0% | +3.8% |
| 30D | +9.7% | +2.8% | +6.9% | +9.5% |
| 3M | +4.8% | -13.5% | +18.3% | +5.3% |
| 6M | +16.1% | -19.0% | +35.0% | +16.8% |
| YTD | +34.7% | -61.9% | +96.6% | +40.6% |
| 1Y | +31.9% | -63.2% | +95.2% | +37.9% |
| 3Y | +209.9% | -46.0% | +255.9% | +214.7% |
| 5Y | +226.5% | -51.8% | +278.3% | +229.2% |
| 10Y | +455.3% | -26.1% | +481.3% | +497.1% |
| All | +455.3% | -26.1% | +481.3% | +497.1% |
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 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