+2,866.2%
WELL vs FLUT
+2,054.3%
+811.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -0.8% | -1.6% | +0.8% | -0.8% |
| 30D | -0.1% | +7.7% | -7.8% | -0.3% |
| 3M | +18.0% | -0.7% | +18.7% | +17.9% |
| 6M | +15.0% | -11.2% | +26.2% | +15.2% |
| YTD | +28.6% | -53.4% | +82.1% | +31.1% |
| 1Y | +42.9% | -65.8% | +108.7% | +46.9% |
| 3Y | +203.0% | -44.9% | +247.9% | +206.0% |
| 5Y | +206.9% | -49.7% | +256.6% | +208.3% |
| 10Y | +339.5% | -9.7% | +349.2% | +338.2% |
| All | +2,866.2% | +2,054.3% | +811.9% | +2,826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling