+2,977.2%
WELL vs FLUT
+1,658.1%
+1,319.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.1% |
| 7D | +4.4% | -1.1% | +5.5% | +4.5% |
| 30D | +10.8% | +7.7% | +3.1% | +10.6% |
| 3M | +4.2% | -12.2% | +16.4% | +4.5% |
| 6M | +14.0% | -17.6% | +31.6% | +14.4% |
| YTD | +33.4% | -62.0% | +95.4% | +36.6% |
| 1Y | +32.4% | -62.3% | +94.7% | +35.6% |
| 3Y | +194.7% | -52.0% | +246.7% | +198.7% |
| 5Y | +226.5% | -51.8% | +278.2% | +228.7% |
| 10Y | +429.8% | -26.3% | +456.2% | +430.9% |
| All | +2,977.2% | +1,658.1% | +1,319.1% | +2,950.5% |
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