+202.2%
WELL vs FLUT
-45.9%
+248.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +0.1% | -0.7% | +0.8% | +0.1% |
| 30D | +5.7% | +9.3% | -3.6% | +5.6% |
| 3M | +4.6% | -17.5% | +22.1% | +4.8% |
| 6M | +11.9% | -14.6% | +26.5% | +11.9% |
| YTD | +33.6% | -62.3% | +95.9% | +37.2% |
| 1Y | +29.8% | -59.6% | +89.4% | +32.8% |
| 3Y | +202.2% | -45.3% | +247.4% | +217.0% |
| All | +202.2% | -45.9% | +248.1% | +217.0% |
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