+663.2%
FLEX vs BWA
+91.4%
+571.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | 0.0% |
| 7D | -0.9% | +5.7% | -6.6% | -3.9% |
| 30D | -10.1% | +1.4% | -11.6% | -10.9% |
| 3M | -31.3% | -12.1% | -19.3% | -26.3% |
| 6M | +71.3% | +28.6% | +42.7% | +52.2% |
| YTD | +81.2% | +51.1% | +30.2% | +44.1% |
| 1Y | +98.5% | +55.9% | +42.6% | +54.4% |
| 3Y | +428.2% | +70.1% | +358.1% | +277.3% |
| All | +663.2% | +91.4% | +571.9% | +367.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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