+194.7%
WELL vs FLUT
-52.0%
+246.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | +4.4% | -1.1% | +5.5% | +4.4% |
| 30D | +10.8% | +7.7% | +3.1% | +10.7% |
| 3M | +4.2% | -12.2% | +16.4% | +4.4% |
| 6M | +14.0% | -17.6% | +31.6% | +14.2% |
| YTD | +33.4% | -62.0% | +95.4% | +37.8% |
| 1Y | +32.4% | -62.3% | +94.7% | +36.6% |
| 3Y | +194.7% | -52.0% | +246.7% | +202.9% |
| All | +194.7% | -52.0% | +246.7% | +202.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling