+225.9%
WELL vs FLUT
-52.1%
+278.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +5.7% | +9.3% | -3.6% | +5.1% |
| 3M | +4.6% | -17.5% | +22.1% | +5.6% |
| 6M | +11.9% | -14.6% | +26.5% | +12.3% |
| YTD | +33.6% | -62.3% | +95.9% | +42.1% |
| 1Y | +29.8% | -59.6% | +89.4% | +37.2% |
| 3Y | +202.2% | -45.3% | +247.4% | +205.7% |
| All | +225.9% | -52.1% | +278.0% | +229.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling