+630.8%
WFC vs FLUT
+1,658.1%
-1,027.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +5.2% | +7.7% | -2.5% | +4.7% |
| 3M | -3.0% | -12.2% | +9.1% | -2.5% |
| 6M | +6.2% | -17.6% | +23.8% | +6.9% |
| YTD | -7.9% | -62.0% | +54.1% | -3.7% |
| 1Y | +0.3% | -62.3% | +62.5% | +4.8% |
| 3Y | +117.7% | -52.0% | +169.7% | +125.1% |
| 5Y | +88.4% | -51.8% | +140.1% | +92.5% |
| 10Y | +147.3% | -26.3% | +173.6% | +152.3% |
| All | +630.8% | +1,658.1% | -1,027.3% | +652.7% |
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